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Wertz, Vincent; Gevers, Michel; Hannan, Edward J.

The determination of optimum structures for the state space representation of multivariate stochastic processes. (English) Zbl 0503.93066

IEEE Trans. Autom. Control 27, 1200-1211 (1982).
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scan of Zbl 0503.93066

Cited in 7 Documents

MSC:

93E12 Identification in stochastic control theory
62H12 Estimation in multivariate analysis
60G10 Stationary stochastic processes
94A17 Measures of information, entropy
93B10 Canonical structure
93E10 Estimation and detection in stochastic control theory
93C35 Multivariable systems, multidimensional control systems

Keywords:

parameterization; structural estimation; Fisher information matrix
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