On the internal structure of minimal stochastic realizations

DOI10.1016/0005-1098(88)90122-7zbMath0654.93060OpenAlexW2091419844MaRDI QIDQ1108994

Uri Shaked, Yoram Baram

Publication date: 1988

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0005-1098(88)90122-7

zbMATH Keywords

internal structureall-pass structureminimal state-space representationsstationary vector processes

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Multivariable systems, multidimensional control systems (93C35) Minimal systems representations (93B20) Stochastic systems in control theory (general) (93E03) Realizations from input-output data (93B15)

Cites Work

• Unnamed Item
• Fast projection methods for minimal design problems in linear system theory
• The all-pass property of optimal open-loop tracking systems
• Minimal-order estimation of multivariable continuous time stochastic linear systems
• Realization Theory for Multivariate Stationary Gaussian Processes
• Stochastic Realization and Invariant Directions of the Matrix Riccati Equation
• Markovian Representation of Stochastic Processes by Canonical Variables
• The use of zeros and zero-directions in model reduction
• Generalized minimal realization of transfer-function matrices

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