On the internal structure of minimal stochastic realizations

Yoram Baram; Uri Shaked

doi:10.1016/0005-1098(88)90122-7

On the internal structure of minimal stochastic realizations

Yoram Baram^*, Uri Shaked

^*Corresponding author for this work

School of Electrical Engineering

Technion-Israel Institute of Technology

Research output: Contribution to journal › Article › peer-review

1 Scopus citations

Abstract

The internal structure of minimal state-space representations of stationary vector processes is investigated. A necessary and sufficient condition for order minimality is given along with an upper bound on the minimal order. The correspondence between the all-pass structure of a multivariable system and the minimality of the output representation is also specified.

Original language	English
Pages (from-to)	715-717
Number of pages	3
Journal	Automatica
Volume	24
Issue number	5
DOIs	https://doi.org/10.1016/0005-1098(88)90122-7
State	Published - Sep 1988

Keywords

Stochastic realization
minimum-order representation

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10.1016/0005-1098(88)90122-7

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AB - The internal structure of minimal state-space representations of stationary vector processes is investigated. A necessary and sufficient condition for order minimality is given along with an upper bound on the minimal order. The correspondence between the all-pass structure of a multivariable system and the minimality of the output representation is also specified.

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KW - minimum-order representation

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On the internal structure of minimal stochastic realizations

Abstract

Keywords

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