On stochastic realization theory

DOI10.1080/17442508208833211MaRDI QIDQ3963781zbMATH OpenOpenAlexFDO

Authors Arthur E. Frazho

Publication date 1982

Published in Stochastics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/17442508208833211

zbMATH Keywords

constructibility and observabilitypurely nondeterministic

Mathematics Subject Classification ID

General second-order stochastic processes (60G12) Signal detection and filtering (aspects of stochastic processes) (60G35) Discrete-time Markov processes on general state spaces (60J05) Filtering in stochastic control theory (93E11)

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Cited in

(2)

• On the multivariable approximate stochastic realization problem
• Bayesian mechanics for stationary processes

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