On an alternative parametrization of the solutions of the partial realization problem (Q1591313)
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English | On an alternative parametrization of the solutions of the partial realization problem |
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On an alternative parametrization of the solutions of the partial realization problem (English)
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19 February 2002
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The parametrization of the solutions to the interpolation problem, proposed by one of the authors in some previous papers, is derived here for interpolation conditions at \(\infty\). Based on this parameterization, some properties of the McMillan degree (the minimal degree of an interpolating deterministic system) and of the positive degree (the minimal degree of a partial stochastic realization) are emphasized. The main concerns are the minimality and the uniqueness of the solutions. By using the structure of the parameterization, a lower bound for the positive degree is obtained. The advantage of the proposed parameterization with respect to the Kimura-Georgiou parameterization are discussed and two examples are used to illustrate the theory.
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minimal partial realization
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partial stochastic realization
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interpolation
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McMillan degree
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positive degree
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minimality
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