Causality and Stochastic Dynamic Systems

DOI10.1137/0147089zbMath0636.93069OpenAlexW1991689200MaRDI QIDQ3777921

Jelena B. Gill, Ljiljana Petrović

Publication date: 1987

Published in: SIAM Journal on Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0147089

zbMATH Keywords

Gaussian processescausalityminimal realization of stochastic dynamic systems

Mathematics Subject Classification ID

Gaussian processes (60G15) Minimal systems representations (93B20) Stochastic systems in control theory (general) (93E03) Realizations from input-output data (93B15) Inner product spaces and their generalizations, Hilbert spaces (46C99)

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