On the nonstationary covariance realization problem

DOI10.1109/TAC.1979.1102168zbMath0436.93050MaRDI QIDQ3877529

Peter E. Caines, Robert L. Goodrich

Publication date: 1979

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

zbMATH Keywords

algebraic result

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Identification in stochastic control theory (93E12)

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