Spectral factorization of time-varying covariance functions: The singular case

DOI10.1007/BF01705880MaRDI QIDQ5582696zbMATH OpenFDO

Authors John Moore, Brian D. O. Anderson

Publication date 1970

Published in Mathematical Systems Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF01705880

zbMATH Keywords

control theory

Cites work

• A Normal form for a Matrix under the Unitary Congruence Group
• Extensions of quadratic minimization theory I. Finite time results
• Extensions of quadratic minimization theory II. Infinite time results
• scientific article; zbMATH DE number 3304505 (Why is no real title available?)
• scientific article; zbMATH DE number 3365976 (Why is no real title available?)
• Spectral factorization of time-varying covariance functions

Cited in

(3)

• On singular arcs and surfaces in a class of quadratic minimization problems
• The choice of signal-process models in Kalman-Bucy filtering
• Explicit strict sense state-space realizations of non-stationary processes†

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