Stochastic realizations of a discrete-time non-stationary Process

DOI10.1080/00207178808906261zbMath0678.93064OpenAlexW2086413623MaRDI QIDQ3835398

F. A. Badawi

Publication date: 1988

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

Full work available at URL: https://doi.org/10.1080/00207178808906261

zbMATH Keywords

stochastic realizationdiscrete-time non-stationary processnon-Riccati algorithms

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Matrix equations and identities (15A24) Stochastic systems in control theory (general) (93E03) Realizations from input-output data (93B15)

Cites Work

• A stochastic realization approach to the smoothing problem
• A New Algorithm for Optimal Filtering of Discrete-Time Stationary Processes
• On minimal splitting subspaces and markovian representations
• Some new algorithms for recursive estimation in constant, linear, discrete-time systems

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