Relative-error H/sub infinity / identification from autocorrelation data-a stochastic realization method

DOI10.1109/9.148357MaRDI QIDQ4014348zbMATHOpenAlexFDO

Authors Weizheng Wang, Michael G. Safonov

Publication date 6 October 1992

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

Full work available at URL https://doi.org/10.1109/9.148357

zbMATH Keywords

balanced stochastic truncationpower spectrum matrices

Mathematics Subject Classification ID

Stochastic systems in control theory (general) (93E03) Identification in stochastic control theory (93E12)

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• A correlative-spectral identification method for quasi-stationary time processes that resolves the contradiction between accuracy and performance

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