Invariant system description of the stochastic realization

DOI10.1016/0005-1098(79)90026-8MaRDI QIDQ1258278zbMATH OpenOpenAlexFDO

Authors J. V. Candy, M. E. Warren, Thomas E. Bullock

Publication date 1979

Published in Automatica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0005-1098(79)90026-8

zbMATH Keywords

IdentificationRealizationStochastic SystemsCanonical FormsSpectral DensityStochastic RealizationTransformation Group

Mathematics Subject Classification ID

Stochastic systems in control theory (general) (93E03) Identification in stochastic control theory (93E12) Realizations from input-output data (93B15)

Cites work

• scientific article; zbMATH DE number 3138903 (Why is no real title available?)
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• An innovations approach to least-squares estimation--Part VI: Discrete-time innovations representations and recursive estimation
• Canonical forms for the identification of multivariable linear systems
• Discrete Kalman filtering using a generalized companion form
• Invariant Description of Linear, Time-Invariant Controllable Systems
• On the factorization of discrete-time rational spectral density matrices
• Realization of invariant system descriptions from infinite Markov sequences
• Structure determination and parameter identification for multivariable stochastic linear systems

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