Series in Contemporary Mathematics - Linear Stochastic Systems
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Published By Springer Berlin Heidelberg

9783662457498, 9783662457504

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Smoothing and Interpolation

Series in Contemporary Mathematics - Linear Stochastic Systems ◽

10.1007/978-3-662-45750-4_15 ◽

2015 ◽

pp. 591-636

Author(s):

Anders Lindquist ◽

Giorgio Picci

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Zero Dynamics and the Geometry of the Riccati Inequality

Series in Contemporary Mathematics - Linear Stochastic Systems ◽

10.1007/978-3-662-45750-4_14 ◽

2015 ◽

pp. 543-590

Author(s):

Anders Lindquist ◽

Giorgio Picci

Keyword(s):

Zero Dynamics ◽

Riccati Inequality

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Acausal Linear Stochastic Models and Spectral Factorization

Series in Contemporary Mathematics - Linear Stochastic Systems ◽

10.1007/978-3-662-45750-4_16 ◽

2015 ◽

pp. 637-673

Author(s):

Anders Lindquist ◽

Giorgio Picci

Keyword(s):

Stochastic Models ◽

Spectral Factorization

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Introduction

Series in Contemporary Mathematics - Linear Stochastic Systems ◽

10.1007/978-3-662-45750-4_1 ◽

2015 ◽

pp. 1-23

Author(s):

Anders Lindquist ◽

Giorgio Picci

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Geometry of Second-Order Random Processes

Series in Contemporary Mathematics - Linear Stochastic Systems ◽

10.1007/978-3-662-45750-4_2 ◽

2015 ◽

pp. 25-64

Author(s):

Anders Lindquist ◽

Giorgio Picci

Keyword(s):

Random Processes ◽

Second Order

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Stochastic Systems with Inputs

Series in Contemporary Mathematics - Linear Stochastic Systems ◽

10.1007/978-3-662-45750-4_17 ◽

2015 ◽

pp. 675-724

Author(s):

Anders Lindquist ◽

Giorgio Picci

Keyword(s):

Stochastic Systems

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Subspace Identification of Time Series

Series in Contemporary Mathematics - Linear Stochastic Systems ◽

10.1007/978-3-662-45750-4_13 ◽

2015 ◽

pp. 507-542 ◽

Cited By ~ 1

Author(s):

Anders Lindquist ◽

Giorgio Picci

Keyword(s):

Time Series ◽

Subspace Identification

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Stochastic Balancing and Model Reduction

Series in Contemporary Mathematics - Linear Stochastic Systems ◽

10.1007/978-3-662-45750-4_11 ◽

2015 ◽

pp. 413-462

Author(s):

Anders Lindquist ◽

Giorgio Picci

Keyword(s):

Model Reduction

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Stochastic Realization Theory in Continuous Time

Series in Contemporary Mathematics - Linear Stochastic Systems ◽

10.1007/978-3-662-45750-4_10 ◽

2015 ◽

pp. 355-412

Author(s):

Anders Lindquist ◽

Giorgio Picci

Keyword(s):

Continuous Time ◽

Realization Theory ◽

Stochastic Realization

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Markovian Representations

Series in Contemporary Mathematics - Linear Stochastic Systems ◽

10.1007/978-3-662-45750-4_8 ◽

2015 ◽

pp. 251-311

Author(s):

Anders Lindquist ◽

Giorgio Picci

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Series in Contemporary Mathematics - Linear Stochastic SystemsLatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By Springer Berlin Heidelberg

Smoothing and Interpolation

Zero Dynamics and the Geometry of the Riccati Inequality

Acausal Linear Stochastic Models and Spectral Factorization

Introduction

Geometry of Second-Order Random Processes

Stochastic Systems with Inputs

Subspace Identification of Time Series

Stochastic Balancing and Model Reduction

Stochastic Realization Theory in Continuous Time

Markovian Representations

Series in Contemporary Mathematics - Linear Stochastic Systems
Latest Publications