scientific article; zbMATH DE number 3784763

zbMATH Open0497.93051MaRDI QIDQ3962894FDOQ3962894

Authors: Anders Lindquist, Giorgio Picci, Sanjoy K. Mitter 

Publication date: 1982

Title of this publication is not available (Why is that?)

zbMATH Keywords

non-Gaussian processesnonlinear stochastic realization

Mathematics Subject Classification ID

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

Cited In (2)

• A solution of the nonlinear stochastic realization problem
• Identification of discrete-time state affine state space models using cumulants

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