Kronecker products and matrix calculus in system theory

Abstract

The paper begins with a review of the algebras related to Kronecker products. These algebras have several applications in system theory including the analysis of stochastic steady state. The calculus of matrix valued functions of matrices is reviewed in the second part of the paper. This calculus is then used to develop an interesting new method for the identifiication of parameters of lnear time-invariant system models.