Bilinear state space realization for polynomial stochastic systems

DOI10.1016/0898-1221(91)90184-6zbMath0753.93069OpenAlexW2008519277MaRDI QIDQ1178547

Gyorgy H. Terdik

Publication date: 26 June 1992

Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0898-1221(91)90184-6

zbMATH Keywords

Gaussian white noisenonlinear stochastic systemsWiener approachWiener functional series

Mathematics Subject Classification ID

Identification in stochastic control theory (93E12) Stochastic systems in control theory (general) (93E03)

Cites Work

• Bilinear Markovian representation and bilinear models
• Fast projection methods for minimal design problems in linear system theory
• On the structure of state-space models for discrete-time stochastic vector processes
• On the identification of bilinear systems from operating records†
• ON THE EXISTENCE OF SOME BILINEAR TIME SERIES MODELS
• A Shift Operator Approach to Bilinear System Theory
• On Wiener–Ito representation and the best linear predictors for bilinear time series
• STATE-DEPENDENT MODELS: A GENERAL APPROACH TO NON-LINEAR TIME SERIES ANALYSIS
• Stochastic theory of minimal realization
• On transfer function representations for homogeneous nonlinear systems
• Direct construction of minimal bilinear realizations from nonlinear input-output maps
• The identification of polynomial systems by means of higher order spectra
• An Introduction to Polyspectra
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