On the partial stochastic realization problem

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

zbMATH Keywords

positive degreepartial stochastic realizationrational covariance extension problemcovariance equationstrictly positive real solutions

Mathematics Subject Classification ID

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

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