On time-invariant realizations of discrete random processes

DOI10.1109/TAC.1987.1104508MaRDI QIDQ3764015zbMATH OpenFDO

Authors Marian Błachuta, Andrzej Polański

Publication date 1987

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

zbMATH Keywords

time-invariantdiscrete second-order random processesEquivalent realizationstime- invariant parameters

Mathematics Subject Classification ID

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)

Recommendations

• Stochastic realizations of a discrete-time non-stationary Process
• Random discretization of stationary continuous time processes
• On the Convergence of Time‐Discrete Processes
• Structure and randomness of continuous-time, discrete-event processes
• On spectral and random measures associated to discrete and continuous-time processes
• Time distributions in discrete time Markov processes
• On the invariant measures of some discrete-time Markov processes (Corresp.)
• On discrete-time self-similar processes with stationary increments
• On discrete stochastic processes with long-lasting time dependence in the variance

Cited in

(6)

• On the structure of state-space models for discrete-time stochastic vector processes
• On discrete stochastic processes with long-lasting time dependence in the variance
• Characterizing innovations realizations for random processes
• Time‐scale transformations of discrete time processes
• Stochastic realizations of a discrete-time non-stationary Process
• Random discretization of stationary continuous time processes

This page was built for publication: On time-invariant realizations of discrete random processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3764015)