scientific article; zbMATH DE number 3688432

zbMATH Open0441.60072MaRDI QIDQ3883259FDOQ3883259

Authors: Guy Ruckebusch 

Publication date: 1980

Full work available at URL: http://www.numdam.org/item?id=AIHPB_1980__16_3_225_0

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zbMATH Keywords

Kalman filtercontrollabilityobservabilitylinear system theorystochastic realizationinnovations process

Mathematics Subject Classification ID

Gaussian processes (60G15) Signal detection and filtering (aspects of stochastic processes) (60G35) Stationary stochastic processes (60G10) Discrete-time Markov processes on general state spaces (60J05) Stochastic systems in control theory (general) (93E03)

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Cited In (9)

• A solution of the nonlinear stochastic realization problem
• Minimal nonsquare spectral factors
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• Nonsquare spectral factors via factorizations of a unitary function
• On a condition for minimality of Markovian splitting subspaces
• A general Hankel-norm approximation scheme for linear recursive filtering
• On approximate stochastic realization
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• Identification of rank one rational spectral densities from noisy observations: a stochastic realization approach

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