Non-full-rank causal approximations of full-rank multivariate stationary processes with rational spectrum
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Publication:2277227
DOI10.1016/0167-6911(90)90120-JzbMath0724.93070OpenAlexW2067746600MaRDI QIDQ2277227
Publication date: 1990
Published in: Systems \& Control Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-6911(90)90120-j
Nehari probleminner functionsMarkovian representationHankel operators with rational symbolq-variate wide-sense stationary process
Cites Work
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- Realization Theory for Multivariate Stationary Gaussian Processes
- Optimal Hankel Norm Model Reductions and Wiener–Hopf Factorization I: The Canonical Case
- Infinite Hankel block matrices and related extension problems
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