Consistent Approximations of Linear Stochastic Models

DOI10.1137/0327006MaRDI QIDQ3820519zbMATH OpenOpenAlexFDO

Authors Andrea Gombani

Publication date 1989

Published in SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/0327006

zbMATH Keywords

consistent approximationsinclusion propertylinear stochastic models

Mathematics Subject Classification ID

Minimal systems representations (93B20) Linear systems in control theory (93C05) Identification in stochastic control theory (93E12)

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(8)

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• On multivariable proper rational interpolation using coprime factors
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• On the multivariable approximate stochastic realization problem
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