Acausal models and balanced realizations of stationary processes

DOI10.1016/0024-3795(94)90378-6zbMath0801.93004OpenAlexW2089959648MaRDI QIDQ1329955

Stefano Pinzoni, Giorgio Picci

Publication date: 15 August 1994

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0024-3795(94)90378-6

zbMATH Keywords

stochastic modelingRiccati equationspole structure

Mathematics Subject Classification ID

General systems (93A10)

Related Items (9)

On discrete algebraic Riccati equations: a rank characterization of solutions ⋮ On a connection between spectral factorization and geometric control theory ⋮ On the relation between additive and multiplicative decompositions of rational matrix functions ⋮ Canonical correlation analysis, approximate covariance extension, and identification of stationary time series ⋮ A characterization of solutions of the ARE and ARI ⋮ Asymmetric algebraic Riccati equation: A homeomorphic parametrization of the set of solutions ⋮ Minimal representations of continuous-time processes having spectral density with zeros in the extended imaginary axis ⋮ Families of solutions of algebraic Riccati equations ⋮ Yet another characterization of solutions of the algebraic Riccati equation

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