A complete parameterization of all positive rational extensions of a covariance sequence

DOI10.1109/9.471206zbMath0847.93008OpenAlexW2107561939WikidataQ58883798 ScholiaQ58883798MaRDI QIDQ4859729

Anders Lindquist, Sergei V. Gusev, Aleksei S. Matveev, Christopher I. Byrnes

Publication date: 7 January 1996

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

Full work available at URL: https://doi.org/10.1109/9.471206

zbMATH Keywords

parametrization Schur parameters partial realization positive real rational functions rational covariance extension rational positive extensions

Mathematics Subject Classification ID

Popov-type stability of feedback systems (93D10) Geometric methods (93B27) Stochastic systems in control theory (general) (93E03) Realizations from input-output data (93B15)

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