Consistent Approximations of Linear Stochastic Models

DOI10.1137/0327006zbMath0667.93108OpenAlexW2015246363MaRDI QIDQ3820519

Andrea Gombani

Publication date: 1989

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0327006

zbMATH Keywords

consistent approximationsinclusion propertylinear stochastic models

Mathematics Subject Classification ID

Linear systems in control theory (93C05) Minimal systems representations (93B20) Identification in stochastic control theory (93E12)

Related Items (3)

On multivariable proper rational interpolation using coprime factors ⋮ On approximate stochastic realization ⋮ On the multivariable approximate stochastic realization problem

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