Jiahe Lin, George Michailidis. System Identification of High-Dimensional Linear Dynamical Systems With Serially Correlated Output Noise Components. IEEE Transactions on Signal Processing, 68:5573-5587, 2020. [doi]
@article{LinM20-7,
title = {System Identification of High-Dimensional Linear Dynamical Systems With Serially Correlated Output Noise Components},
author = {Jiahe Lin and George Michailidis},
year = {2020},
doi = {10.1109/TSP.2020.3020397},
url = {https://doi.org/10.1109/TSP.2020.3020397},
researchr = {https://researchr.org/publication/LinM20-7},
cites = {0},
citedby = {0},
journal = {IEEE Transactions on Signal Processing},
volume = {68},
pages = {5573-5587},
}