Canonical matrix fraction and state-space descriptions for deterministic and stochastic linear systems

DOI10.1109/TAC.1974.1100699zbMath0292.93004OpenAlexW2045383384MaRDI QIDQ4044412

Bradley W. Dickinson, Martin Morf, Thomas Kailath

Publication date: 1974

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tac.1974.1100699

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05) Canonical structure (93B10)

Related Items (15)

Optimal instrumental-variable methods for identification of multivariable linear systems ⋮ Structural Methods for Linear Systems: An Introduction ⋮ From general state-space to VARMAX models ⋮ Supplement to 'A survey of data smoothing' ⋮ Scattering theory and linear least squares estimation. II: Discrete-time problems ⋮ Discrete-time LQG/LTR technique for systems with time delays ⋮ A method of constructing minimal approximate realizations of linear input-output behavior ⋮ Partial realization of invariant system descriptions ⋮ A survey of Toeplitz and related matrices ⋮ Some alternatives in recursive estimation† ⋮ Interactive maximum likelihood estimation ⋮ The general problem of pole assignment‡ ⋮ Unimodular equivalence and similarity for linear systems ⋮ A realization approach to stochastic model reduction ⋮ Approximate predictor and filter for partially observed vector ARMA processes

This page was built for publication: Canonical matrix fraction and state-space descriptions for deterministic and stochastic linear systems