scientific article; zbMATH DE number 4004039

MaRDI QIDQ3755336zbMATH OpenFDO

Authors Andrea Gombani, Michele Pavon, Barbara Coppo

Publication date 1986

zbMATH Keywords

stationary increment processesHankel norm approximationminimum phase model

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Stationary stochastic processes (60G10) Stochastic systems in control theory (general) (93E03) Operator-theoretic methods (93B28)

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Cited in

(6)

• Prediction error for continuous-time stationary processes with singular spectral densities
• On approximate recursive prediction of stationary stochastic processes
• On the Hankel-norm approximation of linear stochastic systems
• Stochastic model reduction via Hankel-approximation
• Hankel-norm approximation of a rational function using stochastic realizations
• Least energy approximation for processes with stationary increments

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