On time-invariant realizations of discrete random processes

DOI10.1109/TAC.1987.1104508zbMath0627.93062MaRDI QIDQ3764015

Marian Błachuta, Andrzej Polański

Publication date: 1987

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

zbMATH Keywords

time-invariantdiscrete second-order random processesEquivalent realizationstime- invariant parameters

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Linear systems in control theory (93C05) Stochastic systems in control theory (general) (93E03) Realizations from input-output data (93B15)

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