Structure and order estimation of multivariable stochastic processes

DOI10.1109/9.61010zbMath0732.93074OpenAlexW2137894152MaRDI QIDQ3360103

Jean-Jacques Fuchs

Publication date: 1990

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

Full work available at URL: https://doi.org/10.1109/9.61010

zbMATH Keywords

algorithmGaussian processblock-Hankel matrixMarkovian representation

Mathematics Subject Classification ID

Gaussian processes (60G15) Filtering in stochastic control theory (93E11) Discrete-time Markov processes on general state spaces (60J05) Popov-type stability of feedback systems (93D10)

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