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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
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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.
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页码：66 / 78
页数：13
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