On the order of the minimal output representation of stochastic linear systems

DOI10.1080/00207178408933266zbMath0544.93010OpenAlexW1971128931MaRDI QIDQ3335602

Yoram Baram, Uri Shaked

Publication date: 1984

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207178408933266

zbMATH Keywords

Hankel correlation matrixminimal output representationMode cancellation

Mathematics Subject Classification ID

Multivariable systems, multidimensional control systems (93C35) Linear systems in control theory (93C05) Minimal systems representations (93B20) Stochastic systems in control theory (general) (93E03)

Cites Work

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• The estimation of ARMA models
• Realization and reduction of Markovian models from nonstationary data
• On a procedure for testing the order of time series
• A new look at the statistical model identification

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