On the multivariable approximate stochastic realization problem (Q5203424)

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scientific article; zbMATH DE number 4197038
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    On the multivariable approximate stochastic realization problem
    scientific article; zbMATH DE number 4197038

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      On the multivariable approximate stochastic realization problem (English)
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      1991
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      multivariate stationary process
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      approximate Markovian representation
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      Lindquist-Picci algorithm
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      minimal stochastic realization
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