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A New Procedure for Stochastic Realization of Spectral Density Matrices - MaRDI portal

A New Procedure for Stochastic Realization of Spectral Density Matrices (Q3343886)

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English
A New Procedure for Stochastic Realization of Spectral Density Matrices
scientific article

    Statements

    title
    A New Procedure for Stochastic Realization of Spectral Density Matrices (English)
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    author
    Jan C. Willems
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    publication date
    1984
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    zbMATH Keywords
    Riccati equation
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    stochastic realization
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    spectral density
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    Identifiers

    DOI
    10.1137/0322053
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    Mathematics Subject Classification ID
    93E03
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    60G15
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    93B15
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    60G10
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    93E25
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    zbMATH DE Number
    3878805
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    OpenAlex ID
    W2171285986
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