Nearest-neighbour modelling of reciprocal chains
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Cites work
- Characterization of Stationary Discrete-Time Gaussian Reciprocal Processes over a Finite Interval
- Dynamics and kinematics of reciprocal diffusions
- Estimation technique using covariance information with uncertain observations in linear discrete-time systems
- Gaussian reciprocal processes and self-adjoint stochastic differential equations of second order
- scientific article; zbMATH DE number 3342967 (Why is no real title available?)
- Modeling and estimation of discrete-time Gaussian reciprocal processes
- Optimal sequential vector quantization of Markov sources
- Polynomial filtering approach to reconstruction and noise reduction of nonuniformly sampled signals.
- Polynomial Filtering for Linear Discrete Time Non-Gaussian Systems
- Polynomial filtering of discrete-time stochastic linear systems with multiplicative state noise
- Realization Theory for Multivariate Stationary Gaussian Processes
- Reciprocal diffusions and stochastic differential equations of second order∗
- Reciprocal diffusions and symmetries of parabolic PDE: the nonflat case
- Reciprocal diffusions in flat space
- Reciprocal processes
- Reciprocal Realizations on the Circle
- Second-order polynomial estimators from uncertain observations using covariance information
- Some comments on conditionally Markov and reciprocal Gaussian processes (Corresp.)
- Stabilization of linear systems with limited information
- The conjugate process in stochastic realization theory
- The prediction theory of multivariate stochastic processes. III: Unbounded spectral densities
- Two-dimensional discrete Markovian fields
Cited in
(6)- Syntactic stochastic processes: definitions, models, and related inference problems
- Modeling and estimation of discrete-time Gaussian reciprocal processes
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- Reciprocal properties of random fields on undirected graphs
- Block-tridiagonal state-space realization of chemical master equations: a tool to compute explicit solutions
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