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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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 ◽

Author(s):

Vivek S. Borkar

Keyword(s):

White Noise ◽

Realization Theory ◽

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 ◽

Stochastic Realization

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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 ◽

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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On stochastic realization theory

Stochastics ◽

10.1080/17442508208833211 ◽

1982 ◽

Vol 7 (1-2) ◽

pp. 1-27 ◽

Author(s):

A. E Frazho

Keyword(s):

Realization Theory ◽

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

Keyword(s):

Realization Theory ◽

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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The conjugate process in stochastic realization theory

Algorithms and Theory in Filtering and Control - Mathematical Programming Studies ◽

10.1007/bfb0120969 ◽

1982 ◽

pp. 12-26 ◽

Author(s):

Michele Pavon

Keyword(s):

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 ◽

Author(s):

Anders Lindquist ◽

Giorgio Picci

Keyword(s):

Realization Theory ◽

Stochastic Realization

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