On time-invariant realizations of discrete random processes
DOI10.1109/TAC.1987.1104508zbMATH Open0627.93062MaRDI QIDQ3764015FDOQ3764015
Authors: Marian Błachuta, Andrzej Polański
Publication date: 1987
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
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time-invariantdiscrete second-order random processesEquivalent realizationstime- invariant parameters
Linear systems in control theory (93C05) Discrete-time control/observation systems (93C55) Stochastic systems in control theory (general) (93E03) Realizations from input-output data (93B15)
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- Characterizing innovations realizations for random processes
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- Random discretization of stationary continuous time processes
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