On approximate stochastic realization

DOI10.1007/BF02551265zbMath0724.93069MaRDI QIDQ2277226

Andrea Gombani

Publication date: 1991

Published in: MCSS. Mathematics of Control, Signals, and Systems (Search for Journal in Brave)

zbMATH Keywords

algorithmstationary stochastic processstochastic realizationMalmquist basismarkovian basis

Mathematics Subject Classification ID

Stochastic systems in control theory (general) (93E03)

Related Items (1)

On the multivariable approximate stochastic realization problem

Cites Work

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• On functions orthogonal to invariant subspaces
• Spectral Factorization and Nevanlinna–Pick Interpolation
• On the structure of state-space models for discrete-time stochastic vector processes
• Realization Theory for Multivariate Stationary Gaussian Processes
• Consistent Approximations of Linear Stochastic Models
• Schur recursions, error formulas, and convergence of rational estimators for stationary stochastic sequences

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