On the Hankel-norm approximation of linear stochastic systems

DOI10.1016/0167-6911(85)90023-4zbMath0558.93071OpenAlexW2008379670MaRDI QIDQ802519

Andrea Gombani, Michele Pavon

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 systemsblock-Hankel matricesHankel-norm approximationspectral factors

Mathematics Subject Classification ID

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
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