CCE Faculty Articles
A Note on a Cross Riccatian and Related Properties for Symmetric Stochastic Realizations
Document Type
Article
Publication Title
Proceedings of the 26th Conference on Decision and Control
Event Date/Location
Los Angeles, CA
ISSN
0191-2216
Publication Date
12-1987
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.
DOI
10.1109/CDC.1987.272595
First Page
1171
Last Page
1173
NSUWorks Citation
Ramos, Jose A. and Verriest, Erik I., "A Note on a Cross Riccatian and Related Properties for Symmetric Stochastic Realizations" (1987). CCE Faculty Articles. 382.
https://nsuworks.nova.edu/gscis_facarticles/382
