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Volumn 32, Issue 12, 1987, Pages 1125-1127

On Time-Invariant Realizations of Discrete Random Processes

Author keywords

[No Author keywords available]

Indexed keywords

CONTROL SYSTEMS, LINEAR; MATHEMATICAL TECHNIQUES - STATE SPACE METHODS; PROBABILITY - RANDOM PROCESSES;

EID: 0023591686     PISSN: 00189286     EISSN: 15582523     Source Type: Journal    
DOI: 10.1109/TAC.1987.1104508     Document Type: Article
Times cited : (2)

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    • Friedland, B.1
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    • A successive sweep methods for solving optimum programming problems
    • Troy, NY
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    • McReynolds, S.R.1    Bryson, A.E.2
  • 5
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  • 6
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    • J. C. Willems, “Least squares stationary’ optimal control and the algebraic Riccati equation,” IEEE Trans. Automat. Contr., vol. AC-16, pp. 621–634, 1971.
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    • Willems, J.C.1
  • 7
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    • A review of the matrix Riccati equation
    • V. Kucera, “A review of the matrix Riccati equation,” Kybernetika, vol. 9, pp. 42–61, 1973.
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    • Kucera, V.1
  • 8
    • 0016439532 scopus 로고
    • Markovian representation of stochastic processes by canonical variables
    • H. Akaike, “Markovian representation of stochastic processes by canonical variables,” SIAM J. Contr., vol. 13, pp. 162–173, 1975.
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  • 9
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  • 10
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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.