STOCHASTIC-REALIZATION FOR APPROXIMATE MODELING

被引：0

作者：

GOMBANI, A

机构：

来源：

LECTURE NOTES IN CONTROL AND INFORMATION SCIENCES | 1991年 / 161卷

关键词：

D O I：

暂无

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

we discuss here how to apply stochastic realization theory to the problem of constructing an approximate model. The result is a generalization of the Lindquist-Picci algorithm to derive a minimal stochastic realization from a nonminimal one. An algorithm to obtain an approximate realization is presented. Applications are in identification of stochastic systems.

引用

页码：66 / 78

页数：13

共 50 条

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