Stochastic Realization and Invariant Directions of the Matrix Riccati Equation
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Publication:3869188
DOI10.1137/0318012zbMath0431.93056OpenAlexW2104125824MaRDI QIDQ3869188
Publication date: 1980
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/0318012
Discrete-time control/observation systems (93C55) Stochastic stability in control theory (93E15) Realizations from input-output data (93B15)
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