A solution of the nonlinear stochastic realization problem

DOI10.1016/0167-6911(88)90084-9zbMath0663.93061MaRDI QIDQ1115399

S. H. Smith

Publication date: 1988

Published in: Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6911(88)90084-9

zbMATH Keywords

Markovian representation; nonlinear stochastic realization problem

Mathematics Subject Classification ID

60G10: Stationary stochastic processes

93C10: Nonlinear systems in control theory

93B20: Minimal systems representations

93E03: Stochastic systems in control theory (general)

93B15: Realizations from input-output data