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

DOI10.1109/9.148357zbMath0767.93082MaRDI QIDQ4014348

Michael G. Safonov, Weizheng Wang

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 truncation; power spectrum matrices

Mathematics Subject Classification ID

93E12: Identification in stochastic control theory

93E03: Stochastic systems in control theory (general)