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Identification of Minimal Order State Space Models from Stochastic Input-Output Data - MaRDI portal

Identification of Minimal Order State Space Models from Stochastic Input-Output Data (Q3815233)

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Identification of Minimal Order State Space Models from Stochastic Input-Output Data
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    Identification of Minimal Order State Space Models from Stochastic Input-Output Data (English)
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    1988
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    minimal order state space representation
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    multivariable linear time- invariant system
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    Gaussian stationary input-output measurements
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    approximate distribution
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    order determination
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    Hankel correlation matrix
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