Order reduction of SISO nonminimum-phase stochastic systems

DOI10.1109/TAC.1986.1104367MaRDI QIDQ3754538zbMATH OpenFDO

Authors Jitendra K. Tugnait

Publication date 1986

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

zbMATH Keywords

order reductioncumulant functiongradient-type algorithmfull-order realizationnonminimum-phase stochastic systems

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear systems in control theory (93C05) Discrete-time control/observation systems (93C55) Identification in stochastic control theory (93E12)

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• Spectral factor reduction by phase matching: the continuous-time single-input single-output case†

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