A solution of the nonlinear stochastic realization problem (Q1115399)
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English | A solution of the nonlinear stochastic realization problem |
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A solution of the nonlinear stochastic realization problem (English)
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1988
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In a recent paper we have constructed a solution of the nonlinear stochastic realization problem. The purpose of this paper is to announce the result to system theorists, as well as to motivate the approach by considering in detail some simple examples.
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Markovian representation
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nonlinear stochastic realization problem
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