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    Statements

    author
    Masanao Aoki
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    publication date
    1987
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    Mathematics Subject Classification ID
    62M10
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    62-02
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    93B30
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    62M20
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    91B84
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    93E12
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    zbMATH DE Number
    3980305
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    zbMATH Keywords
    realization
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    identification
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    filtering
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    Hankel matrix
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    Hankel norm
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    linear systems
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    state space models
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    singular value decompositions
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    multi- input/output linear systems
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    Kalman filters
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    ARMA
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    Cholesky factorization
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    vector time series
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    Adamjan-Arov-Krein theory
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