Finite-Interval and Partial Stochastic Realization Theory

Author:

Lindquist Anders,Picci Giorgio

Publisher

Springer Berlin Heidelberg

Reference45 articles.

1. Akhiezer, N.I.: The Classical Moment Problem. Hafner, New York (1965)

2. Anderson, B.D.O.: The inverse problem of stationary covariance generation. J. Stat. Phys. 1, 133–147 (1969)

3. Avventi, E.: Spectral moment problems: generalizations, implementation and tuning. PhD thesis, Royal Institute of Technology (2011)

4. Badawi, F.A., Lindquist, A.: A stochastic realization approach to the discrete-time Mayne-Fraser smoothing formula. In: Frequency Domain and State Space Methods for Linear Systems, Stockholm, 1985, pp. 251–262. North-Holland, Amsterdam (1986)

5. Badawi, F.A., Lindquist, A., Pavon, M.: A stochastic realization approach to the smoothing problem. IEEE Trans. Autom. Control 24(6), 878–888 (1979)

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