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A Hankel matrix approach to stochastic model reduction - MaRDI portal

A Hankel matrix approach to stochastic model reduction (Q3699571)

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A Hankel matrix approach to stochastic model reduction
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    A Hankel matrix approach to stochastic model reduction (English)
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    1985
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    reduced-order state variable model
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    stationary Gaussian process
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    stochastic realization
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    Hankel matrix
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