In this paper we shouldlike to give a unified approach to the stochastic realization problem of finite dimensional discrete time stochastic systems . The generalized least squares innovation representation /GLS IR/ developed in the paper has diagonal error covariance matrix in tie state space and or
โฆ LIBER โฆ
Generalized least squares innovation representation
โ Scribed by I. Bencsik; Gy. Michaletzky
- Publisher
- Elsevier Science
- Year
- 1988
- Tongue
- English
- Weight
- 380 KB
- Volume
- 15
- Category
- Article
- ISSN
- 0898-1221
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