State Space Models for Gaussian Stochastic Processes
- 1 January 1981
- book chapter
- Published by Springer Nature
Abstract
No abstract availableKeywords
This publication has 17 references indexed in Scilit:
- Stochastic Realization and Invariant Directions of the Matrix Riccati EquationSIAM Journal on Control and Optimization, 1980
- Realization Theory for Multivariate Gaussian Processes II: State Space Theory Revisited and Dynamical Representations of Finite Dimensional.Published by Defense Technical Information Center (DTIC) ,1979
- On the Stochastic Realization ProblemSIAM Journal on Control and Optimization, 1979
- A hardy space approach to the stochastic realization problemPublished by Institute of Electrical and Electronics Engineers (IEEE) ,1978
- On the structure of minimal splitting subspaces in stochastic realization theoryPublished by Institute of Electrical and Electronics Engineers (IEEE) ,1977
- On two selected topics connected with stochastic systems theoryApplied Mathematics & Optimization, 1976
- Stochastic realization of Gaussian processesProceedings of the IEEE, 1976
- Markovian Representation of Stochastic Processes by Canonical VariablesSIAM Journal on Control, 1975
- Dissipative dynamical systems Part II: Linear systems with quadratic supply ratesArchive for Rational Mechanics and Analysis, 1972
- The inverse problem of stationary covariance generationJournal of Statistical Physics, 1969