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The conjugate process in stochastic realization theory
Algorithms and Theory in Filtering and Control - Mathematical Programming Studies
◽
10.1007/bfb0120969
◽
1982
◽
pp. 12-26
◽
Cited By ~ 8
Author(s):
Michele Pavon
Keyword(s):
Realization Theory
◽
Stochastic Realization
Download Full-text
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Stochastic Realization Theory
Mathematical System Theory
◽
10.1007/978-3-662-08546-2_12
◽
1991
◽
pp. 213-229
Author(s):
G. Picci
Keyword(s):
Realization Theory
◽
Stochastic Realization
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White-Noise Representations in Stochastic Realization Theory
SIAM Journal on Control and Optimization
◽
10.1137/0331050
◽
1993
◽
Vol 31
(5)
◽
pp. 1093-1102
◽
Cited By ~ 37
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Vivek S. Borkar
Keyword(s):
White Noise
◽
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◽
Stochastic Realization
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A utilization of properties of the discrete-time Riccati equation in stochastic realization theory
Journal of Optimization Theory and Applications
◽
10.1007/bf00940756
◽
1986
◽
Vol 49
(2)
◽
pp. 191-206
Author(s):
F. A. Badawi
Keyword(s):
Riccati Equation
◽
Discrete Time
◽
Realization Theory
◽
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On the Mayne-Fraser smoothing formula and stochastic realization theory for nonstationary linear stochastic systems
10.1109/cdc.1979.270228
◽
1979
◽
Cited By ~ 5
Author(s):
Faris Badawi
◽
Anders Lindquist
◽
Michele Pavon
Keyword(s):
Stochastic Systems
◽
Realization Theory
◽
Stochastic Realization
◽
Linear Stochastic Systems
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Stochastic Realization Theory in Continuous Time
Series in Contemporary Mathematics - Linear Stochastic Systems
◽
10.1007/978-3-662-45750-4_10
◽
2015
◽
pp. 355-412
Author(s):
Anders Lindquist
◽
Giorgio Picci
Keyword(s):
Continuous Time
◽
Realization Theory
◽
Stochastic Realization
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CHAPTER 4: Stochastic Realization Theory
Linear Stochastic Systems
◽
10.1137/1.9781611974713.ch4
◽
2018
◽
pp. 199-267
Keyword(s):
Realization Theory
◽
Stochastic Realization
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On stochastic realization theory
Stochastics
◽
10.1080/17442508208833211
◽
1982
◽
Vol 7
(1-2)
◽
pp. 1-27
◽
Cited By ~ 5
Author(s):
A. E Frazho
Keyword(s):
Realization Theory
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Stochastic Realization
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Stochastic Realization Theory (2)
Subspace Methods for System Identification - Communications and Control Engineering
◽
10.1007/1-84628-158-x_8
◽
2005
◽
pp. 203-236
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Realization Theory
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Stochastic Realization
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Recent Progress in Stochastic Realization Theory
IFAC Proceedings Volumes
◽
10.1016/s1474-6670(17)51977-1
◽
1990
◽
Vol 23
(8)
◽
pp. 23
Author(s):
A. Lindquist
Keyword(s):
Recent Progress
◽
Realization Theory
◽
Stochastic Realization
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On the structure of minimal splitting subspaces in stochastic realization theory
10.1109/cdc.1977.271542
◽
1977
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Cited By ~ 7
Author(s):
Anders Lindquist
◽
Giorgio Picci
Keyword(s):
Realization Theory
◽
Stochastic Realization
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