Subspace methods for multi-channel sum-of-exponentials common dynamics estimation. Vrije Universiteit Brussel
Estimation of common dynamics among several observed signals occurs in signal processing, system theory, and computer algebra problems. In this paper, we propose subspace methods for common linear time-invariant dynamics detection and estimation. First, we consider the deterministic problem of detection of common dynamics when the data is exact (noise free). Then, we consider the stochastic estimation problem when the data is corrupted by white ...