scientific article; zbMATH DE number 3688432
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- $H^2 $-Functions and Infinite-Dimensional Realization Theory
- A New Algorithm for Optimal Filtering of Discrete-Time Stationary Processes
- A view of three decades of linear filtering theory
- Backwards Markovian models for second-order stochastic processes (Corresp.)
- Cyclic vectors and invariant subspaces of the backward shift operator
- Discrete time systems, operator models, and scattering theory
- Dissipative dynamical systems. II: Linear systems with quadratic supply rates
- Dynamical systems and their applications: linear theory
- Exact controllability and observability and realization theory in Hilbert space
- Infinite dimensional linear systems theory
- Lectures on prediction theory. Delivered at the University Erlangen-Nürnberg 1966. Prepared for publication by J. Rosenmüller
- Linear multivariable control. A geometric approach
- Markovian Representation of Stochastic Processes by Canonical Variables
- On Helixes in Hilbert Space. I
- On Markov Extensions of a Random Process
- On Multivariate Wide-sense Markov Processes
- On minimal splitting subspaces and markovian representations
- On the Stochastic Realization Problem
- On two selected topics connected with stochastic systems theory
- Processus de Markov
- Realization theory in Hilbert space for a class of transfer functions
- Shifts on Hilbert spaces.
- Some new algorithms for recursive estimation in constant, linear, discrete-time systems
- State-space models for infinite-dimensional systems
- Stochastic theory of minimal realization
- The Elementary Gaussian Processes
- The multiplicative structure of 𝐽-contractive matrix functions
- The prediction theory of multivariate stochastic processes. I. The regularity condition. - II. The linear predictor
- The time-domain analysis of a continuous parameter weakly stationary stochastic process
Cited in
(9)- A solution of the nonlinear stochastic realization problem
- Minimal nonsquare spectral factors
- scientific article; zbMATH DE number 3837224 (Why is no real title available?)
- Nonsquare spectral factors via factorizations of a unitary function
- On a condition for minimality of Markovian splitting subspaces
- A general Hankel-norm approximation scheme for linear recursive filtering
- On approximate stochastic realization
- scientific article; zbMATH DE number 3688432 (Why is no real title available?)
- Identification of rank one rational spectral densities from noisy observations: a stochastic realization approach
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