Linear system approximation via covariance equivalent realizations

DOI10.1016/0022-247X(85)90133-7zbMath0573.93073MaRDI QIDQ1062961

Robert E. Skelton, A. Yousuff, D. A. Wagie

Publication date: 1985

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

zbMATH Keywords

Markov parameters; linear stochastic system; partial realizations; output covariance derivatives

Mathematics Subject Classification ID

93C05: Linear systems in control theory

93E12: Identification in stochastic control theory

93E15: Stochastic stability in control theory

93B15: Realizations from input-output data

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