Linear Stochastic Systems (Q5498997)

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scientific article; zbMATH DE number 6400990
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Linear Stochastic Systems
scientific article; zbMATH DE number 6400990

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    Linear Stochastic Systems (English)
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    11 February 2015
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    stationary stochastic processes
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    state space modeling
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    Hilbert space geometry
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    infinite-dimensional state spaces
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    a geometric theory for stochastic systems with inputs
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    estimation
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    system identification
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    time series analysis
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