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- W2746118813 abstract "Recent results concerning cross Grammians for both SISO and symmetric MIMO systems are extended for stochastic systems. The extension is based on a cross Riccatian matrix and several results from stochastic realization theory. It is shown that the cross Riccatian can be obtained from the solution to a cross Riccati equation carrying properties from both a forward and a backwards innovations representation. Other symmtry properties similar to those for the cross Grammian are introduced, along with connections to balanced stochastic realizations." @default.
- W2746118813 created "2017-08-31" @default.
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- W2746118813 date "1987-12-01" @default.
- W2746118813 modified "2023-10-16" @default.
- W2746118813 title "A note on a cross Riccatian and related properties for symmetric stochastic realizations" @default.
- W2746118813 doi "https://doi.org/10.1109/cdc.1987.272595" @default.
- W2746118813 hasPublicationYear "1987" @default.
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