Realization of invariant system descriptions from infinite Markov sequences

DOI10.1109/TAC.1978.1101677zbMath0371.93022MaRDI QIDQ4149620

J. V. Candy, M. E. Warren, Thomas E. Bullock

Publication date: 1978

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

Mathematics Subject Classification ID

Stochastic systems and control (93E99) Controllability (93B05) Linear systems in control theory (93C05) Model systems in control theory (93C99)

Related Items (4)

Invariant description of linear regulator problems and reduction of the algebraic Riccati equation ⋮ Partial realization of invariant system descriptions ⋮ Invariant system description of the stochastic realization ⋮ Prediction and filtration of a partially observed vector ARMA system of first order

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