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

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

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3962894)