The determination of optimum structures for the state space representation of multivariate stochastic processes
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Publication:4739768
DOI10.1109/TAC.1982.1103101zbMath0503.93066MaRDI QIDQ4739768
Michel Gevers, E. J. Hannan, Vincent Wertz
Publication date: 1982
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
62H12: Estimation in multivariate analysis
60G10: Stationary stochastic processes
93C35: Multivariable systems, multidimensional control systems
93E10: Estimation and detection in stochastic control theory
93B10: Canonical structure
93E12: Identification in stochastic control theory
94A17: Measures of information, entropy
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