Title :
Realization from both the Markov parameters and the moments
Author :
van de Liefvoort, A.
Author_Institution :
Missouri Univ., Kansas City, MO
Abstract :
The minimal realization problem is compared with the classical moment problem. A solution to the realization problem, from both the Markov parameters and some time moments, is seen to be comparable to the strong Stieltjes moment problem. Gragg´s algorithm is used to obtain a solution for this situation in the continuous time case
Keywords :
Markov processes; linear systems; matrix algebra; time series; Gragg´s algorithm; Markov parameters; continuous time case; minimal realization problem; strong Stieltjes moment problem; time moments; Character generation; Cities and towns; Computer science; Distribution functions; Hydrogen; Kalman filters; Linear systems; Sufficient conditions; Vectors;
Conference_Titel :
Circuits and Systems, 1989., Proceedings of the 32nd Midwest Symposium on
Conference_Location :
Champaign, IL
DOI :
10.1109/MWSCAS.1989.101872
