On approximate stochastic realization (Q2277226): Difference between revisions

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+On functions orthogonal to invariant subspaces
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+Schur recursions, error formulas, and convergence of rational estimators for stationary stochastic sequences
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+Spectral Factorization and Nevanlinna–Pick Interpolation
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+Consistent Approximations of Linear Stochastic Models
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+On the structure of state-space models for discrete-time stochastic vector processes
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+Realization Theory for Multivariate Stationary Gaussian Processes
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