On the Hankel-norm approximation of linear stochastic systems
From MaRDI portal
Publication:802519
DOI10.1016/0167-6911(85)90023-4zbMath0558.93071OpenAlexW2008379670MaRDI QIDQ802519
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
Linear systems in control theory (93C05) Eigenvalues, singular values, and eigenvectors (15A18) Hermitian, skew-Hermitian, and related matrices (15B57) Approximation by rational functions (41A20) Stochastic systems in control theory (general) (93E03) Realizations from input-output data (93B15)
Related Items
On approximate recursive prediction of stationary stochastic processes, A general Hankel-norm approximation scheme for linear recursive filtering
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