Characterizing innovations realizations for random processes

DOI10.1080/17442508308833283MaRDI QIDQ3316307zbMATH OpenOpenAlexFDO

Authors Carla A. Schwartz, Bradley W. Dickinson, Eduardo D. Sontag

Publication date 1984

Published in Stochastics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/17442508308833283

zbMATH Keywords

finite dimensional innovationsfinite dimensional linear filtersecond order linear innovations

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) General second-order stochastic processes (60G12) Signal detection and filtering (aspects of stochastic processes) (60G35)

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Cites work

• An innovations approach to least-squares estimation--Part VI: Discrete-time innovations representations and recursive estimation
• scientific article; zbMATH DE number 3365976 (Why is no real title available?)
• On Minimal Splitting Subspaces and Stochastic Realizations
• Stochastic theory of minimal realization
• Un codage non commutatif pour certains systmes chantillonns non linaires

Cited in

(3)

• scientific article; zbMATH DE number 3903703 (Why is no real title available?)
• Characterizing finite-dimensional filters for the linear innovations of continuous-time random processes
• scientific article; zbMATH DE number 4124708 (Why is no real title available?)

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