Forward and backward Markovian state space models of second order process

DOI10.1016/0898-1221(90)90078-XMaRDI QIDQ911147zbMATH OpenOpenAlexWikidataFDO

Authors M. Tanyi, J. Bokor, Gy. Terdik

Publication date 1990

Published in Computers & Mathematics with Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0898-1221(90)90078-x

zbMATH Keywords

infinite moving average representationminimal order state-space realizationsmultivariable second order processes

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) General second-order stochastic processes (60G12) Probabilistic games; gambling (91A60)

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Cites work

• scientific article; zbMATH DE number 3181511 (Why is no real title available?)
• scientific article; zbMATH DE number 193126 (Why is no real title available?)
• A transformation approach to stochastic model reduction
• Backwards Markovian models for second-order stochastic processes (Corresp.)
• Correction to 'A Further Note on Backwards Markovian Models'
• Fast projection methods for minimal design problems in linear system theory
• Forwards, backwards, and dynamically reversible Markovian models of second-order processes
• Invariant Description of Linear, Time-Invariant Controllable Systems
• New smoothing algorithms based on reversed-time lumped models
• On the Stochastic Realization Problem
• Prediction theory and Fourier series in several variables
• Stochastic theory of minimal realization

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