Stochastic models based on moment matching

DOI10.4310/CIS.2020.V20.N2.A5MaRDI QIDQ2225205zbMATH OpenOpenAlexFDO

Authors Patrick M. Dewilde

Publication date 5 February 2021

Published in Communications in Information and Systems (Search for Journal in Brave)

Full work available at URL https://doi.org/10.4310/cis.2020.v20.n2.a5

zbMATH Keywords

dynamical system theoryHankel and Jacobi matricesnonlinear stochastic modelsparametrization

Mathematics Subject Classification ID

Moment problems (44A60) Signal detection and filtering (aspects of stochastic processes) (60G35)

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Cited in

(3)

• Random variables with moment-matching staircase density functions
• Analysis of probabilistic and parametric reduced order models
• Multidimensional nonlinear Schur parametrization of non-Gaussian stochastic signals. I: Statement of the problem

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