The determination of optimum structures for the state space representation of multivariate stochastic processes

DOI10.1109/TAC.1982.1103101zbMath0503.93066MaRDI QIDQ4739768

Michel Gevers, E. J. Hannan, Vincent Wertz

Publication date: 1982

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

zbMATH Keywords

Fisher information matrix; parameterization; structural estimation

Mathematics Subject Classification ID

62H12: Estimation in multivariate analysis

60G10: Stationary stochastic processes

93C35: Multivariable systems, multidimensional control systems

93E10: Estimation and detection in stochastic control theory

93B10: Canonical structure

93E12: Identification in stochastic control theory

94A17: Measures of information, entropy

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