Linear Stochastic State Space Theory in the White Noise Space Setting

DOI10.1137/090777116zbMath1214.93102arXiv0911.2574OpenAlexW2007572523MaRDI QIDQ3083253

David Levanony, Ariel Pinhas, Daniel Alpay

Publication date: 21 March 2011

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0911.2574

zbMATH Keywords

Wick productrandom systemswhite noise spacestate space equationssystems over commutative rings

Mathematics Subject Classification ID

Algebraic methods (93B25) White noise theory (60H40) Stochastic systems in control theory (general) (93E03) Hilbert spaces with reproducing kernels (= (proper) functional Hilbert spaces, including de Branges-Rovnyak and other structured spaces) (46E22) Linear operators in reproducing-kernel Hilbert spaces (including de Branges, de Branges-Rovnyak, and other structured spaces) (47B32)

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