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Balanced stochastic realizations. (English) Zbl 0642.93054
This paper deals with the structure of balanced solutions to the positive real and the dual positive real equations. The major result is a product or cascade decomposition of the associated spectral factors. It is shown how this result can be used to determine the number of left half plane, right half plane, and imaginary axis zeros of spectral factors without reduction to the regular case. A brief history of balancing and a complete bibliography are presented.
Reviewer: M.Tibaldi

MSC:
93E03 Stochastic systems in control theory (general)
93B15 Realizations from input-output data
93C05 Linear systems in control theory
60G35 Signal detection and filtering (aspects of stochastic processes)
93B17 Transformations
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