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Volumn 34, Issue 2, 1996, Pages 507-520

Reciprocal realizations on the circle

Author keywords

Reciprocal process; Splitting subspace; Stochastic realization

Indexed keywords

GEOMETRY; MATHEMATICAL MODELS; OBSERVABILITY;

EID: 0030104968     PISSN: 03630129     EISSN: None     Source Type: Journal    
DOI: 10.1137/S0363012994265900     Document Type: Article
Times cited : (10)

References (9)
  • 2
    • 0023011669 scopus 로고
    • Reciprocal processes and the stochastic realization problem for acausal systems
    • C.I. Byrnes and A. Lindquist, eds., North-Holland, Amsterdam
    • A. J. KRENER, Reciprocal processes and the stochastic realization problem for acausal systems, in Modeling, Identification and Control, C.I. Byrnes and A. Lindquist, eds., North-Holland, Amsterdam, 1986, pp. 197-211.
    • (1986) Modeling, Identification and Control , pp. 197-211
    • Krener, A.J.1
  • 3
    • 39649105444 scopus 로고
    • Noncausal estimation for discrete Gauss-Markov random fields
    • M.A. Kaashoek, J.H. van Schuppen, and A.C.M. Ran, eds., Birkhäuser Boston, Cambridge
    • B. C. LEVY, Noncausal estimation for discrete Gauss-Markov random fields, in Proceedings of the International Symposium MTNS-89, M.A. Kaashoek, J.H. van Schuppen, and A.C.M. Ran, eds., Birkhäuser Boston, Cambridge, 1989, pp. 13-21.
    • (1989) Proceedings of the International Symposium MTNS-89 , pp. 13-21
    • Levy, B.C.1
  • 4
    • 0025480304 scopus 로고
    • Modeling and estimation of discrete time Gaussian reciprocal processes
    • B. C. LEVY, R. FREZZA, AND A. J. KRENER, Modeling and estimation of discrete time Gaussian reciprocal processes, IEEE Trans. Automat. Control, 35 (1990), pp. 1013-1023.
    • (1990) IEEE Trans. Automat. Control , vol.35 , pp. 1013-1023
    • Levy, B.C.1    Frezza, R.2    Krener, A.J.3
  • 5
    • 0022161133 scopus 로고
    • Realization theory for multivariate stationary Gaussian processes
    • A. LINDQUIST AND G. PICCI, Realization theory for multivariate stationary Gaussian processes, SIAM J. Control Optim., 23 (1985), pp. 809-857.
    • (1985) SIAM J. Control Optim. , vol.23 , pp. 809-857
    • Lindquist, A.1    Picci, G.2
  • 6
    • 0000097466 scopus 로고
    • A geometric approach to modeling and estimation of linear stochastic systems
    • _, A geometric approach to modeling and estimation of linear stochastic systems, J. Math. Systems Estim. Control, 1 (1991), pp. 241-333.
    • (1991) J. Math. Systems Estim. Control , vol.1 , pp. 241-333
  • 7
    • 0011675441 scopus 로고
    • On minimal splitting subspaces and Markovian representations
    • A. LINDQUIST, G. PICCI, AND G. RUCKEBUSCH, On minimal splitting subspaces and Markovian representations, Math. Systems Theory, 12 (1979), pp. 271-279.
    • (1979) Math. Systems Theory , vol.12 , pp. 271-279
    • Lindquist, A.1    Picci, G.2    Ruckebusch, G.3
  • 8
    • 0021422048 scopus 로고
    • On the structure of state-space models for discrete-time stochastic vector processes
    • A. LINDQUIST AND M. PAVON, On the structure of state-space models for discrete-time stochastic vector processes, IEEE Trans. Automat. Control, AC-29 (1984), pp. 418-432.
    • (1984) IEEE Trans. Automat. Control , vol.AC-29 , pp. 418-432
    • Lindquist, A.1    Pavon, M.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.