Minimal Order Estimation of Multivariable Discrete-Time Stochastic Linear Systems

Publisher Website

1 July 1986

journal article
Published by Society for Industrial & Applied Mathematics (SIAM) in SIAM Journal on Control and Optimization

Vol. 24 (4) , 817-820
https://doi.org/10.1137/0324051

Abstract

No abstract available

Keywords

This publication has 4 references indexed in Scilit:

Generalized minimal realization of transfer-function matrices
International Journal of Control, 1977
Discrete Riccati Equations: Alternative Algorithms, Asymptotic Properties, and System Theory Interpretations
Published by Elsevier ,1976
Constant, predictable and degenerate directions of the discrete-time riccati equation
Automatica, 1973
Linear filtering for time-varying systems using measurements containing colored noise
IEEE Transactions on Automatic Control, 1965