CCE Faculty Articles
A Note on a Cross Riccatian and Related Properties for Symmetric Stochastic Realizations
Document Type
Article
Publication Title
IEEE Transactions on Automatic Control
ISSN
0018-9286
Publication Date
5-1989
Abstract
Recent results concerning cross Grammians for both SlSO and symmetric MIMO systems are extended for time-invariant 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 symmetry properties similar to those of the cross Grammian are introduced, along with their connection to balanced stochastic realizations.
DOI
10.1109/9.24212
Volume
34
Issue
5
First Page
548
Last Page
551
NSUWorks Citation
Ramos, Jose A. and Verriest, Erik I., "A Note on a Cross Riccatian and Related Properties for Symmetric Stochastic Realizations" (1989). CCE Faculty Articles. 421.
https://nsuworks.nova.edu/gscis_facarticles/421
