scientific article; zbMATH DE number 3830984

MaRDI QIDQ3036393zbMATH OpenFDO

Authors Anders Lindquist, Michele Pavon, Giorgio Picci

Publication date 1983

zbMATH Keywords

Markovian representationmultivariate stationary stochastic processessplitting subspacesstate space representationstochastic realization theory

Mathematics Subject Classification ID

Hilbert and pre-Hilbert spaces: geometry and topology (including spaces with semidefinite inner product) (46C05) Stationary stochastic processes (60G10) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Stochastic systems in control theory (general) (93E03)

Cited in

(1)

• Explicit strict sense state-space realizations of non-stationary processes†

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