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)

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