On the order of the minimal output representation of stochastic linear systems

DOI10.1080/00207178408933266MaRDI QIDQ3335602zbMATH OpenOpenAlexFDO

Authors Yoram Baram, U. Shaked

Publication date 1984

Published in International Journal of Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00207178408933266

zbMATH Keywords

Hankel correlation matrixminimal output representationMode cancellation

Mathematics Subject Classification ID

Linear systems in control theory (93C05) Multivariable systems, multidimensional control systems (93C35) Stochastic systems in control theory (general) (93E03) Minimal systems representations (93B20)

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Cites work

• scientific article; zbMATH DE number 3054885 (Why is no real title available?)
• A new look at the statistical model identification
• On a procedure for testing the order of time series
• Realization and reduction of Markovian models from nonstationary data
• The estimation of ARMA models

Cited in

(3)

• scientific article; zbMATH DE number 3871108 (Why is no real title available?)
• On the internal structure of minimal stochastic realizations
• Identification of Minimal Order State Space Models from Stochastic Input-Output Data

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