On the partial stochastic realization problem

DOI10.1109/9.618236MaRDI QIDQ4357983zbMATH OpenOpenAlexFDO

Authors Anders Lindquist, C. I. Byrnes

Publication date 28 September 1997

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

Full work available at URL https://semanticscholar.org/paper/6186d628a1a647be2eefe7d0567a4b402b23c0ed

zbMATH Keywords

positive degreepartial stochastic realizationrational covariance extension problemcovariance equationstrictly positive real solutions

Mathematics Subject Classification ID

Identification in stochastic control theory (93E12) Minimal systems representations (93B20)

Recommendations

• scientific article; zbMATH DE number 1086788
• scientific article; zbMATH DE number 708795
• scientific article; zbMATH DE number 4120082
• On the nonlinear stochastic realization problem
• scientific article; zbMATH DE number 3845465
• On the multivariable approximate stochastic realization problem
• scientific article; zbMATH DE number 3978949
• On approximate stochastic realization
• scientific article; zbMATH DE number 5227820

Cited in

(22)

• scientific article; zbMATH DE number 3976160 (Why is no real title available?)
• Modeling of stationary periodic time series by ARMA representations
• On the multivariable approximate stochastic realization problem
• Experimental evidence showing that stochastic subspace identification methods may fail
• Periodic vector processes with an internal reciprocal dynamics
• A fast robust numerical continuation solver to a two-dimensional spectral estimation problem
• A maximum entropy approach to the realizability of spin correlation matrices
• A homotopy continuation solution of the covariance extension equation
• scientific article; zbMATH DE number 4120082 (Why is no real title available?)
• On the Phase Portrait of the Fast Filtering Algorithms
• scientific article; zbMATH DE number 4152277 (Why is no real title available?)
• Realization theory for two-time-scale distributions through approximation of Markov parameters
• Realization and canonical representation of linear systems through I/O maps
• On the simultaneous realization problem-Markov-parameter and covariance interpolation
• On the nonlinear stochastic realization problem
• scientific article; zbMATH DE number 708795 (Why is no real title available?)
• scientific article; zbMATH DE number 3978949 (Why is no real title available?)
• A utilization of properties of the discrete-time Riccati equation in stochastic realization theory
• M^2-spectral estimation: a relative entropy approach
• On the Nevanlinna-Pick interpolation problem: analysis of the McMillan degree of the solutions
• scientific article; zbMATH DE number 3983048 (Why is no real title available?)
• Realization of power spectra from partial covariance sequences

This page was built for publication: On the partial stochastic realization problem

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4357983)