On the multivariable approximate stochastic realization problem (Q5203424)
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scientific article; zbMATH DE number 4197038
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the multivariable approximate stochastic realization problem |
scientific article; zbMATH DE number 4197038 |
Statements
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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