On Time-Invariant Realizations of Discrete Random Processes

Marian Blachuta; Andrzej Polanski

doi:10.1109/TAC.1987.1104508

On Time-Invariant Realizations of Discrete Random Processes

Research output: Contribution to journal › Article › peer-review

2 Citations (Scopus)

Abstract

A class of discrete second-order random processes, described by linear time-invariant state-space models, is investigated. Equivalent realizations with reduced number of noise inputs are presented. In contrast to the innovations approach these realizations have time-invariant parameters.

Original language	English
Pages (from-to)	1125-1127
Number of pages	3
Journal	IEEE Transactions on Automatic Control
Volume	32
Issue number	12
DOIs	https://doi.org/10.1109/TAC.1987.1104508
Publication status	Published - Dec 1987

ASJC Scopus subject areas

Control and Systems Engineering
Computer Science Applications
Electrical and Electronic Engineering

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10.1109/TAC.1987.1104508

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abstract = "A class of discrete second-order random processes, described by linear time-invariant state-space models, is investigated. Equivalent realizations with reduced number of noise inputs are presented. In contrast to the innovations approach these realizations have time-invariant parameters.",

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year = "1987",

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AU - Polanski, Andrzej

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JO - IEEE Transactions on Automatic Control

JF - IEEE Transactions on Automatic Control

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On Time-Invariant Realizations of Discrete Random Processes

Abstract

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