Feedback between stationary stochastic processes

DOI10.1109/TAC.1975.1101008MaRDI QIDQ4070070zbMATH OpenFDO

Authors

Publication date 1975

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/TAC.1975.1101008

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Signal detection and filtering (aspects of stochastic processes) (60G35) Inference from stochastic processes (62M99) Estimation and detection in stochastic control theory (93E10)

Cited in

(26)

• Parameter estimation for continuous-time models - a survey
• Granger-causality in multiple time series
• Identifiability of linear stochastic systems operating under linear feedback
• Identification of processes in closed loop-identifiability and accuracy aspects
• Causality in temporal systems. Characterizations and a Survey
• Testing the exogeneity specification in the complete dynamic simultaneous equation model
• Identifiability of MIMO linear dynamic systems operating in closed loop
• Application of a subspace model identification technique to identify LTI systems operating in closed-loop
• On the relationship between impulse response analysis, innovation accounting and Granger causality
• Identifiability of linear dynamic networks
• Granger causality from quantized measurements
• Identification of feedback loops embedded in cellular circuits by investigating non-causal impulse response components
• Linear and nonlinear causality between signals: methods, examples and neurophysiological applications
• Recursive least-squares parameter estimation in SISO systems via Poisson moment functionals Part 2. Closed-loop systems
• Adaptive observers for linear stochastic time‐variant systems with disturbances
• On the minimality of feedback realizations†
• Representations of jointly stationary stochastic feedback processes†
• Connectivity inference between neural structures via partial directed coherence
• State-space analysis of Granger-Geweke causality measures with application to fMRI
• Explicit construction of the minimum error variance estimator for stochastic LTI-ss systems
• Identification of low rank vector processes
• Relating the network graphs of state-space representations to Granger causality conditions
• The relation between Granger causality and directed information theory: a review
• On Wiener-Granger causality, information and canonical correlation
• Errors-in-variables identification in dynamic networks-consistency results for an instrumental variable approach
• A test for the presence of pure feedback in multivariate dynamic stochastic systems

This page was built for publication: Feedback between stationary stochastic processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4070070)