A New Procedure for Stochastic Realization of Spectral Density Matrices (Q3343886)

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A New Procedure for Stochastic Realization of Spectral Density Matrices
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    A New Procedure for Stochastic Realization of Spectral Density Matrices (English)
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    1984
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    Riccati equation
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    stochastic realization
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    spectral density
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