Causality and stochastic realization (Q2566589)

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.