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)

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