On the Hankel-norm approximation of linear stochastic systems

DOI10.1016/0167-6911(85)90023-4zbMath0558.93071MaRDI QIDQ802519

Michele Pavon, Andrea Gombani

Publication date: 1985

Published in: Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6911(85)90023-4

zbMATH Keywords

linear stochastic systems; block-Hankel matrices; Hankel-norm approximation; spectral factors

Mathematics Subject Classification ID

93C05: Linear systems in control theory

15A18: Eigenvalues, singular values, and eigenvectors

15B57: Hermitian, skew-Hermitian, and related matrices

41A20: Approximation by rational functions

93E03: Stochastic systems in control theory (general)

93B15: Realizations from input-output data

Related Items

A general Hankel-norm approximation scheme for linear recursive filtering, On approximate recursive prediction of stationary stochastic processes

Cites Work

• Corrections to: Algebraic properties of minimal degree spectral factors
• Algebraic properties of minimal degree spectral factors
• All optimal Hankel-norm approximations of linear multivariable systems and theirL,^∞-error bounds†
• Power spectrum reduction by optimal Hankel norm approximation of the phase of the outer spectral factor
• Infinite Hankel block matrices and related extension problems
• Hankel operators, best approximations, and stationary Gaussian processes
• ANALYTIC PROPERTIES OF SCHMIDT PAIRS FOR A HANKEL OPERATOR AND THE GENERALIZED SCHUR-TAKAGI PROBLEM
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item