ORDER MINIMALITY OF MULTIVARIABLE, CONTINUOUS-TIME STOCHASTIC REALIZATIONS.

Y. Baram*, U. Shaked

*Corresponding author for this work

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

Abstract

A necessary and sufficient condition for the minimality of a continuous-time linear state-space system as a representation of its output process is specified in terms of the system's internal structure and parameters, 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 and of the state estimator is specified.

Original languageEnglish
Title of host publicationIFAC Proceedings Series
PublisherPergamon Press
Pages765-768
Number of pages4
Edition7
ISBN (Print)0080325424
StatePublished - 1985
Externally publishedYes

Publication series

NameIFAC Proceedings Series
Number7
ISSN (Print)0741-1146

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