Causality and stochastic realization

DOI10.1155/IJMMS.2005.349MaRDI QIDQ2566589zbMATH OpenOpenAlexFDO

Authors Ljiljana Petrović

Publication date 26 September 2005

Published in International Journal of Mathematics and Mathematical Sciences (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/52800

zbMATH Keywords

Hilbert spacesMarkovian representation

Mathematics Subject Classification ID

Applications of functional analysis in probability theory and statistics (46N30) Foundations of probability theory (60A99) Realizations from input-output data (93B15) Estimation and detection in stochastic control theory (93E10)

Review text

In the first part of the present paper, the author presents a generalization of the causality relationship in terms of \(\sigma\)-algebras. In the second part, she relates causality to the stochastic realization problem. The setting of this paper are arbitrary Hilbert spaces and no use is made of probability distributions. Reviewer's remark: Unfortunately, the abstract results about families of Hilbert spaces are not applied to an interesting stochastic dynamical system with inputs, states and outputs. In my view, the distance between this paper and really interesting system theory is far too large.

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