On the multivariable approximate stochastic realization problem
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Cites work
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- All optimal Hankel-norm approximations of linear multivariable systems and theirL,∞-error bounds†
- ANALYTIC PROPERTIES OF SCHMIDT PAIRS FOR A HANKEL OPERATOR AND THE GENERALIZED SCHUR-TAKAGI PROBLEM
- Consistent Approximations of Linear Stochastic Models
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- Minimal cascade factorization of real and complex rational transfer matrices
- On approximate stochastic realization
- On functions orthogonal to invariant subspaces
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- Schur recursions, error formulas, and convergence of rational estimators for stationary stochastic sequences
- The multiplicative structure of 𝐽-contractive matrix functions
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Cited in
(18)- On the simultaneous realization problem-Markov-parameter and covariance interpolation
- Generalized least squares innovation representation
- Approximation problems with the divergence criterion for Gaussian variables and Gaussian processes
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- Non-full-rank causal approximations of full-rank multivariate stationary processes with rational spectrum
- Markovian extensions of a stochastic process
- On the nonlinear stochastic realization problem
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- Realization Theory for Multivariate Stationary Gaussian Processes
- scientific article; zbMATH DE number 3969787 (Why is no real title available?)
- scientific article; zbMATH DE number 3978949 (Why is no real title available?)
- Consistent Approximations of Linear Stochastic Models
- scientific article; zbMATH DE number 4094503 (Why is no real title available?)
- On the partial stochastic realization problem
- scientific article; zbMATH DE number 218695 (Why is no real title available?)
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- A stochastic realization algorithm via block LQ decomposition in Hilbert space
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