Stochastic realization of a Gaussian stochastic control system

DOI10.1007/BF00994918zbMath0807.93064MaRDI QIDQ1332526

Jan H. van Schuppen

Publication date: 2 March 1995

Published in: Acta Applicandae Mathematicae (Search for Journal in Brave)

zbMATH Keywords

stationary Gaussian processstochastic realization problem

Mathematics Subject Classification ID

System identification (93B30) Discrete-time control/observation systems (93C55) Linear systems in control theory (93C05) Canonical structure (93B10) Minimal systems representations (93B20) Identification in stochastic control theory (93E12) Realizations from input-output data (93B15)

Cites Work

• Identifiability of linear stochastic systems operating under linear feedback
• Realization Theory for Multivariate Stationary Gaussian Processes
• On the Stochastic Realization Problem
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