作者: R. E. Kalman , B. L. Ho
DOI:
关键词: Mathematical optimization 、 Eigensystem realization algorithm 、 Markov chain 、 Dynamical systems theory 、 Linear system 、 Input/output 、 Computer science 、 Markov process 、 Applied mathematics 、 Parametric statistics 、 State variable
摘要: … A new algorithm is given for the effective construction of minimal realizations of a linear, finite-dimensional dynamical system from its external description, which is displayed via the …