DocumentCode
485614
Title
Stochastic Realization and Reduction of Processes Generated by Time Invariant Linear Systems
Author
Baram, Yoram
Author_Institution
Department of Electronic Systems, School of Engineering, Tel-Aviv University
fYear
1982
fDate
14-16 June 1982
Firstpage
677
Lastpage
679
Abstract
The realization problem is approached by assuming that the observed process is generated by a time invariant, possibly nonstationary linear system with noisy measurements. The proposed approach suggests a simple method for reduced order representation.
Keywords
Additive noise; Linear systems; Noise generators; Noise measurement; Singular value decomposition; Stochastic processes; Stochastic systems; Systems engineering and theory; Time measurement; Writing;
fLanguage
English
Publisher
ieee
Conference_Titel
American Control Conference, 1982
Conference_Location
Arlington, VA, USA
Type
conf
Filename
4787941
Link To Document