On the State Space and Dynamics Selection in Linear Stochastic Models: A Spectral Factorization Approach

DOI10.1109/TAC.2018.2867164zbMath1482.93118arXiv1802.00253OpenAlexW2963754972WikidataQ129337495 ScholiaQ129337495MaRDI QIDQ5223756

Augusto Ferrante, Giorgio Picci

Publication date: 18 July 2019

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

Full work available at URL: https://arxiv.org/abs/1802.00253

Mathematics Subject Classification ID

Eigenvalue problems (93B60) Realizations from input-output data (93B15)

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