Stochastic Realization and Invariant Directions of the Matrix Riccati Equation (Q3869188)

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Stochastic Realization and Invariant Directions of the Matrix Riccati Equation
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    Stochastic Realization and Invariant Directions of the Matrix Riccati Equation (English)
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    1980
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    stochastic realizations
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    Riccati equation
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