On the nonlinear stochastic realization problem

DOI10.1080/17442508908833550MaRDI QIDQ3031717zbMATH OpenOpenAlexFDO

Authors

Publication date 1989

Published in Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/17442508908833550

zbMATH Keywords

Markovian representationspurely nondeterministic processstochastic realization problemstochastic systems theory

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic systems in control theory (general) (93E03)

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Cited in

(10)

• A solution of the nonlinear stochastic realization problem
• Stochastic realization of a Gaussian stochastic control system
• Explicit strict sense state-space realizations of non-stationary processes†
• Stochastic realizations of a discrete-time non-stationary Process
• On the partial stochastic realization problem
• Realization Theory for a Class of Stochastic Bilinear Systems
• scientific article; zbMATH DE number 4120082 (Why is no real title available?)
• On the multivariable approximate stochastic realization problem
• A theory of generalized coordinates for stochastic differential equations
• Bayesian mechanics for stationary processes

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