A general Hankel-norm approximation scheme for linear recursive filtering

DOI10.1016/0005-1098(90)90162-BzbMATH Open0715.93058MaRDI QIDQ752656FDOQ752656

Publication date: 1990

Published in: Automatica (Search for Journal in Brave)

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Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Identification in stochastic control theory (93E12)

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Cited In (3)

On approximate recursive prediction of stationary stochastic processes
On the multivariable approximate stochastic realization problem
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