An efficient algorithm for minimal partial realization of matrix sequences

An efficient algorithm for minimal partial realization of matrix sequences is presented. It is more efficient than any similar known algorithm based on matrix computations. At each iteration, one can update each current solution vector by a simple three-term recurrence instead of by a nonexplicit linear combination of auxiliary vectors. The proposed algorithm is a refinement of the Dickinson-Morf-Kailath algorithm (1974).<
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