On the Identification of Certain Rational Transfer Functions from Truncated Autocovariance Sequences

Let H(z)=6 k=0 H k z be a q 2 p rational causal minimum phase transfer function, and let (Rn ) n2 be the autocovariance sequence associated to the spectral density H(z)H ): In this paper, the authors address the identification problem of H(z) from the truncated autocovariance sequence (Rn ) n6=0 for the case q?p