… realization problem for linear stationary stochastic systems with an exogenous input. The
approach to stochastic realization … LS estimates of model and observation noise terms. Step A5: …

… process driven stochastic system, utilizing Gaussian noise … presented realization method
called eigensystem realization … distribution matrix, and C is the observation matrix, such that (A…

… Here we are generalizing the internal concept to the multiscale context to mean a realization
having state vectors and driving noises that are all obtainable as functions of the observed …

… In the present situation the additive observation noise u, is … identified and S is the selector
matrix which is pxpr. Consider the situation where the input z, is a q-dimensional white noise …

… Stochastic hybrid systems are characterized by both continuous-valued uncertainties (realization
of the noises … of the observer residuals provides an estimate of the noise covariances […

… same as the number of poles in a minimal realization of H(s). (… This noise has also been
observed in such diverse fields as … by ARMA identification techniques on noise sequences. …

… potential indicators for identifying stochastic noise processes. … In measurement, monitoring,
and diagnostic systems, noise … its realization is similar to the realization of thermal noise in …

… input is a realization of a stochastic process (white noise), one speaks of stochastic system
identification. … , no accuracy differences can be observed when looking at the identified modal …

… The stochastic components (noise) are included and we … Also in mechanical engineering,
this observation (14) is used … the classical covariance-driven stochastic realisation algorithm [7, …

… systematic approach to handle observed time series data in … in reactor noise analysis,
when we examine reactor noise … satisfied, then the minimal realization of the four subsystems …