Given a process y with stationary increments and rational incremental spectral density P, we parametrizes minimal state-space representations of dy. We consider the case when P may have zeros on the imaginary axis including infinity and we analyze the zero structure of each state-space representation.
Minimal representations of continuous-time processes having spectral density with zeros in the extended imaginary axis
FERRANTE, AUGUSTO
2005
Abstract
Given a process y with stationary increments and rational incremental spectral density P, we parametrizes minimal state-space representations of dy. We consider the case when P may have zeros on the imaginary axis including infinity and we analyze the zero structure of each state-space representation.File in questo prodotto:
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