Realizations of stationary stochastic processes: applications of passive system theory

MaRDI QIDQ2850435zbMATH OpenFDO

Authors Damir Z. Arov, N. A. Rozhenko

Publication date 26 September 2013

Published in Methods of Functional Analysis and Topology (Search for Journal in Brave)

zbMATH Keywords

Kalman filterpassive impedance system with lossesstationary discrete-time stochastic process

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Stationary stochastic processes (60G10) Infinite-dimensional random dynamical systems; stochastic equations (37L55) Discrete-time control/observation systems (93C55)

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