scientific article; zbMATH DE number 926766
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Publication:4892189
zbMath0859.93056MaRDI QIDQ4892189
Anders Lindquist, Giorgio Picci
Publication date: 25 March 1997
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
subspace methodsspectral factorizationpositivityKalman filteringstate space modelsstationary processesbalanced realizations
Filtering in stochastic control theory (93E11) System identification (93B30) Geometric methods (93B27) Identification in stochastic control theory (93E12)
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A stochastic realization algorithm via block LQ decomposition in Hilbert space ⋮ A solution to the global identification problem in DSGE models ⋮ Consistency of subspace methods for signals with almost-periodic components ⋮ The asymptotic variance of subspace estimates. ⋮ Minimum phase properties of finite-interval stochastic realization ⋮ Consistency analysis of some closed-loop subspace identification methods ⋮ Minimal representations of continuous-time processes having spectral density with zeros in the extended imaginary axis ⋮ Approximation problems with the divergence criterion for Gaussian variables and Gaussian processes
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