Forward and backward Markovian state space models of second order process

DOI10.1016/0898-1221(90)90078-XzbMath0697.60042OpenAlexW2135641912WikidataQ57736045 ScholiaQ57736045MaRDI QIDQ911147

M. Tanyi, Bokor, József, Gyorgy H. 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

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

Cites Work

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• On the Stochastic Realization Problem
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• Stochastic theory of minimal realization
• New smoothing algorithms based on reversed-time lumped models
• Backwards Markovian models for second-order stochastic processes (Corresp.)
• Correction to 'A Further Note on Backwards Markovian Models'
• Invariant Description of Linear, Time-Invariant Controllable Systems

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