Forwards, backwards, and dynamically reversible Markovian models of second-order processes
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Publication:3869189
DOI10.1109/TCS.1979.1084590zbMath0431.93057OpenAlexW2060871494MaRDI QIDQ3869189
Thomas Kailath, Brian D. O. Anderson
Publication date: 1979
Published in: IEEE Transactions on Circuits and Systems (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1109/tcs.1979.1084590
forwardssecond-order processesstochastic realizationsrational spectral densitiesbackwardsdynamically reversible Markovian models
Data smoothing in stochastic control theory (93E14) Stochastic stability in control theory (93E15) Statistical thermodynamics (82B30)
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