scientific article; zbMATH DE number 3813474

MaRDI QIDQ3661430zbMATH OpenFDO

Authors Anders Lindquist, Giorgio Picci

Publication date 1981

zbMATH Keywords

splitting subspacestochastic realizationreal multivariate stationary Gaussian processes

Mathematics Subject Classification ID

Gaussian processes (60G15) Inference from stochastic processes and prediction (62M20) Stationary stochastic processes (60G10) Generalized coordinates; event, impulse-energy, configuration, state, or phase space for problems in mechanics (70G10) Observability (93B07) Stochastic systems in control theory (general) (93E03) Realizations from input-output data (93B15) Minimal systems representations (93B20)

Cited in

(3)

• The weak and strong Gaussian probabilistic realization problem
• On a condition for minimality of Markovian splitting subspaces
• On the Hankel-norm approximation of linear stochastic systems

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