A Note on an Algorithm by J. Rissanen

Autor: B. R. Dye
Rok vydání: 1977
Předmět:
Zdroj: SIAM Journal on Control and Optimization. 15:73-78
ISSN: 1095-7138
0363-0129
DOI: 10.1137/0315006
Popis: An adaption is made to a well-known algorithm for calculating the realization of a sequence of matrices in order to allow more than one calculation of the realization to be made. A mean realization can then be obtained. A particular class of sequences is defined and then shown to be the most suitable for the adapted algorithm to use.
Databáze: OpenAIRE