New results on stationary stochastic feedback processes

Gevers, Michel;Anderson, B.D.O.
(1982) Control Science and Technology for the Progress of Society. Proceedings of the Eighth Triennial World Congress of the International Federation of Automatic Control — Location: Kyoto, Japan (24.August.1981)

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  • Gevers, MichelUCLouvain
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  • Anderson, B.D.O.
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Abstract
Considers stationary stochastic discrete-time vector processes made up of two component processes y and u, such that the joint (y,u)-process has a rational spectral density phi /sub yu/(z). Such processes can be represented by a white noise driven matrix transfer function model, and (in most cases) by a closed-loop model. A number of new results are presented on the connections between these two representations, and on their properties: stability, invertibility, identifiability, uniqueness of the spectral factorization, detection of feedback, and continuity of spectral factors.
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Gevers, M., & Anderson, B. D. O. (1982). New results on stationary stochastic feedback processes. In Akashi, H.; (ed.), Control Science and Technology for the Progress of Society. Proceedingsof the Eighth Triennial World Congress of the International Federationof Automatic Control (p. Vol. 2, p. 821-6). Pergamon. https://hdl.handle.net/2078.5/228858