On the partial stochastic realization problem
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Publication:4357983
DOI10.1109/9.618236zbMath0885.93012OpenAlexW2132328168MaRDI QIDQ4357983
Anders Lindquist, Christopher 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
positive degreepartial stochastic realizationrational covariance extension problemcovariance equationstrictly positive real solutions
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