Stochastic Realization and Invariant Directions of the Matrix Riccati Equation
Author:
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Subject
Applied Mathematics,Control and Optimization
Link
http://epubs.siam.org/doi/pdf/10.1137/0318012
Reference28 articles.
1. Markovian Representation of Stochastic Processes by Canonical Variables
2. Stochastic theory of minimal realization
3. Dual form of a positive real lemma
4. The inverse problem of stationary covariance generation
5. Discrete positive-real functions and their application to system stability
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