Structure and order estimation of multivariable stochastic processes

DOI10.1109/9.61010MaRDI QIDQ3360103zbMATH OpenOpenAlexFDO

Authors Jean-Jacques Fuchs

Publication date 1990

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/9.61010

zbMATH Keywords

algorithmblock-Hankel matrixGaussian processMarkovian representation

Mathematics Subject Classification ID

Gaussian processes (60G15) Discrete-time Markov processes on general state spaces (60J05) Popov-type stability of feedback systems (93D10) Filtering in stochastic control theory (93E11)

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(11)

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