The weak and strong Gaussian probabilistic realization problem

DOI10.1016/0047-259X(83)90008-8MaRDI QIDQ595264zbMATH OpenFDO

Authors Jan H. van Schuppen, Cornelis M. van Putten

Publication date 1983

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

conditional independenceweak stochastic realization problemcanonical representations

Mathematics Subject Classification ID

Gaussian processes (60G15) Discrete-time Markov processes on general state spaces (60J05) Stochastic systems in control theory (general) (93E03) Identification in stochastic control theory (93E12) Realizations from input-output data (93B15) Probabilistic measure theory (60A10)

Cites work

• scientific article; zbMATH DE number 3138903 (Why is no real title available?)
• scientific article; zbMATH DE number 3813474 (Why is no real title available?)
• scientific article; zbMATH DE number 3505964 (Why is no real title available?)
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• scientific article; zbMATH DE number 3306391 (Why is no real title available?)
• Linear Statistical Inference and its Applications
• On minimal splitting subspaces and markovian representations
• RELATIONS BETWEEN TWO SETS OF VARIATES

Cited in

(4)

• Parametrization of factor analysis models
• Common, Correlated, and Private Information in Control of Decentralized Systems
• Approximation problems with the divergence criterion for Gaussian variables and Gaussian processes
• Identification and estimation of dynamic errors-in-variables models

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