On a condition for minimality of Markovian splitting subspaces

DOI10.1016/S0167-6911(82)80010-8zbMath0473.93062MaRDI QIDQ1159174

Anders Lindquist, Giorgio Picci

Publication date: 1982

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

zbMATH Keywords

quasi-similarityquasi-equivalencestochastic realizationMarkovian splitting subspacesminimal state spacesstate space isomorphism

Mathematics Subject Classification ID

Gaussian processes (60G15) Stationary stochastic processes (60G10) Minimal systems representations (93B20) Stochastic systems in control theory (general) (93E03) Generalized coordinates; event, impulse-energy, configuration, state, or phase space for problems in mechanics (70G10)

Related Items (3)

On stochastic realization theory ⋮ $J_{\lowercase {p},\lowercase {m}}$-inner dilations of matrix-valued functions that belong to the Carathéodory class and admit pseudocontinuation ⋮ Forward and backward semimartingale models for gaussian processes with stationary increments

Cites Work

• Cyclic vectors and invariant subspaces of the backward shift operator
• On minimal splitting subspaces and markovian representations
• A Kalman filtering approach to natural gamma ray spectroscopy in well logging
• On the Corona Theorem and its Application to Spectral Problems in Hilbert Space
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