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.
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11577/1423043
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