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

DOI10.1080/00207178408933266zbMATH Open0544.93010OpenAlexW1971128931MaRDI QIDQ3335602FDOQ3335602

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

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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)

Cites Work

• A new look at the statistical model identification
• Title not available (Why is that?)
• The estimation of ARMA models
• On a procedure for testing the order of time series
• Realization and reduction of Markovian models from nonstationary data

Cited In (3)

• Title not available (Why is that?)
• On the internal structure of minimal stochastic realizations
• Identification of Minimal Order State Space Models from Stochastic Input-Output Data

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