Covariance Calculation for Floating-Point State-Space Realizations

DOI10.1109/TSP.2004.837439MaRDI QIDQ5355579zbMATH OpenFDO

Authors Sangho Ko, Robert R. Bitmead

Publication date 20 September 2017

Published in IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/TSP.2004.837439

Mathematics Subject Classification ID

Realizations from input-output data (93B15) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Cited in

(1)

• Optimal controller and filter realizations using finite-precision, floating-point arithmetic

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