Minimal representations of continuous-time processes having spectral density with zeros in the extended imaginary axis |
| |
| Authors: | Augusto Ferrante |
| |
| Affiliation: | Dipartimento di Ingegneria dell’Informazione, Università di Padova, via Gradenigo 6/B, 35131 Padova, Italy |
| |
| Abstract: | Given a process y with stationary increments and rational incremental spectral density Φ(s), we parametrize minimal state-space representations of dy. We consider the case when Φ(s) may have zeros on the imaginary axis including infinity and we analyze the zero structure of each state-space representation. |
| |
| Keywords: | Positive real lemma Stochastic realization Spectral factorization Silverman structure algorithm Zero structure |
| 本文献已被 ScienceDirect 等数据库收录！ |
