The conjugate process in stochastic realization theory

DOI10.1007/BFB0120969zbMATH Open0499.93075OpenAlexW2150420489MaRDI QIDQ3966035FDOQ3966035

Authors: Michele Pavon 

Publication date: 1982

Published in: Algorithms and Theory in Filtering and Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bfb0120969

zbMATH Keywords

stochastic realizationsmoothing estimateconjugate processbilateral predictor

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Stochastic systems and control (93E99) Estimation and detection in stochastic control theory (93E10) Optimal stochastic control (93E20) Data smoothing in stochastic control theory (93E14)

Cited In (2)

• Gaussian reciprocal processes and self-adjoint stochastic differential equations of second order
• Nearest-neighbour modelling of reciprocal chains

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