On the partial stochastic realization problem

DOI10.1109/9.618236zbMATH Open0885.93012OpenAlexW2132328168MaRDI QIDQ4357983FDOQ4357983

C. I. Byrnes, Anders Lindquist

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

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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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