Innovation Models in a Stochastic System Represented by an Input-Output Model (Special Section on Information Theory and Its Applications)

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概要

• 論文の詳細を見る

• A stochastic system represented by an input-output model can be described by mainly two different types of state space representation. Corresponding to state space representations innovation models are examined. The relationship between both representations is made clear systematically. An easy transformation between them is presented. Zeros of innovation models are the same as those of an ARMA model which is stochastically equivalent to innovation models, and related to stable eigenvalues of generalized eigenvalue problem of matrix Riccati equation.

• 社団法人電子情報通信学会の論文
• 1994-08-25

著者

• Kishida Kuniharu

  Faculty Of Engineering Gifu University

関連論文

• A New Approach to Blind System Identification in MEG Data
• Innovation Models in a Stochastic System Represented by an Input-Output Model (Special Section on Information Theory and Its Applications)

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