On the structure of state-space models for discrete-time stochastic vector processes

DOI10.1109/TAC.1984.1103549zbMath0538.93067MaRDI QIDQ3325604

Michele Pavon, Anders Lindquist

Publication date: 1984

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

zbMATH Keywords

geometric approachKalman filterstochastic realizationdiscrete-time stationary vector processes

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Controllability (93B05) Discrete-time control/observation systems (93C55) Linear systems in control theory (93C05) Canonical structure (93B10) Identification in stochastic control theory (93E12) Stochastic systems in control theory (general) (93E03) Realizations from input-output data (93B15)

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