Search Results for author: Anders Lindquist

Found 4 papers, 0 papers with code

A Non-Classical Parameterization for Density Estimation Using Sample Moments

no code implementations13 Jan 2022 Guangyu Wu, Anders Lindquist

Probability density estimation is a core problem of statistics and signal processing.

Density Estimation

Identification of Low Rank Vector Processes

no code implementations21 Nov 2021 Wenqi Cao, Giorgio Picci, Anders Lindquist

We study modeling and identification of stationary processes with a spectral density matrix of low rank.

Modeling of Low Rank Time Series

no code implementations24 Sep 2021 Wenqi Cao, Anders Lindquist, Giorgio Picci

In this paper we study hidden dynamical relations between the components of a discrete-time stochastic vector process and investigate their properties with respect to stability and causality.

Time Series Time Series Analysis

Modeling and Identification of Low Rank Vector Processes

no code implementations9 Dec 2020 Giorgio Picci, Wenqi Cao, Anders Lindquist

We study modeling and identification of processes with a spectral density matrix of low rank.

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