Explicit strict sense state-space realizations of non-stationary processes†

DOI10.1080/00207178508933408zbMath0574.93058OpenAlexW2055130361WikidataQ126244947 ScholiaQ126244947MaRDI QIDQ3693404

Lennart Ljung, Thomas Kailath

Publication date: 1985

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

Full work available at URL: https://doi.org/10.1080/00207178508933408

zbMATH Keywords

Gaussian processstate space realizationsminimum-variancemaximum- variance

Mathematics Subject Classification ID

Gaussian processes (60G15) Linear systems in control theory (93C05) Identification in stochastic control theory (93E12) Realizations from input-output data (93B15) Model systems in control theory (93C99)

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