White-Noise Representations in Stochastic Realization Theory

DOI10.1137/0331050zbMath0788.93081OpenAlexW2046766834MaRDI QIDQ3141543

Vivek S. Borkar

Publication date: 24 May 1994

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

Full work available at URL: https://doi.org/10.1137/0331050

zbMATH Keywords

stochastic dynamical systemstochastic realization theory

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Stochastic systems in control theory (general) (93E03) Foundations of stochastic processes (60G05)

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