scientific article; zbMATH DE number 3784763

MaRDI QIDQ3962894zbMATH OpenFDO

Authors Anders Lindquist, Giorgio Picci, Sanjoy K. Mitter

Publication date 1982

zbMATH Keywords

non-Gaussian processesnonlinear stochastic realization

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Continuous-time Markov processes on general state spaces (60J25) Minimal systems representations (93B20) Nonlinear systems in control theory (93C10) Filtering in stochastic control theory (93E11) Identification in stochastic control theory (93E12)

Cited in

(3)

• A solution of the nonlinear stochastic realization problem
• Identification of discrete-time state affine state space models using cumulants
• A theory of generalized coordinates for stochastic differential equations

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