scientific article

zbMath0441.60072MaRDI QIDQ3883259

Guy Ruckebusch

Publication date: 1980

Full work available at URL: http://www.numdam.org/item?id=AIHPB_1980__16_3_225_0

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zbMATH Keywords

observabilitycontrollabilityKalman filterlinear system theorystochastic realizationinnovations process

Mathematics Subject Classification ID

Gaussian processes (60G15) Stationary stochastic processes (60G10) Discrete-time Markov processes on general state spaces (60J05) Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic systems in control theory (general) (93E03)

Related Items (9)

A solution of the nonlinear stochastic realization problem ⋮ Unnamed Item ⋮ Unnamed Item ⋮ On a condition for minimality of Markovian splitting subspaces ⋮ Identification of rank one rational spectral densities from noisy observations: a stochastic realization approach ⋮ On approximate stochastic realization ⋮ A general Hankel-norm approximation scheme for linear recursive filtering ⋮ Minimal nonsquare spectral factors ⋮ Nonsquare spectral factors via factorizations of a unitary function

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