Title :
Stochastic realization of spectral density matrices which may possess symmetries
Author :
Van der Schaft, A.J. ; Willems, J.C.
Author_Institution :
Twente University of Technology, Enschede, The Netherlands
Abstract :
A new procedure for stochastic realization of spectral density matrices as proposed in [6] is briefly reviewed. Afterwards we show how this approach may be used such that external symmetries are reflected in the stochastic realization.
Keywords :
Autocorrelation; Gaussian processes; Linear systems; Mathematics; Noise generators; Noise shaping; Nonlinear filters; Riccati equations; Stochastic processes; Stochastic systems;
Conference_Titel :
Decision and Control, 1984. The 23rd IEEE Conference on
Conference_Location :
Las Vegas, Nevada, USA
DOI :
10.1109/CDC.1984.272305
