Realizations of stationary stochastic processes: applications of passive system theory

zbMATH Open1289.60065MaRDI QIDQ2850435FDOQ2850435

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)

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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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