Reciprocal Realizations on the Circle

DOI10.1137/S0363012994265900zbMath0847.93009OpenAlexW2064547027MaRDI QIDQ4876715

Jan Åke Sand

Publication date: 4 June 1996

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0363012994265900

zbMATH Keywords

observabilityminimalityreciprocal processsplitting subspacestochastic realization

Mathematics Subject Classification ID

Geometric methods (93B27) Minimal systems representations (93B20) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Stochastic systems in control theory (general) (93E03) Realizations from input-output data (93B15)

Related Items (3)

Characterization of multivariate stationary Gaussian reciprocal diffusions ⋮ Reciprocal properties of random fields on undirected graphs ⋮ Nearest-neighbour modelling of reciprocal chains

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