Representability of stochastic systems

MaRDI QIDQ2781441zbMATH OpenFDO

Authors György Michaletzky, J. Bokor, Péter Várlaki

Publication date 20 March 2002

zbMATH Keywords

acausal realizationsARMA representationcanonical formsgeneralized Wiener-Hopf factorizationmatrix fraction descriptionspectral representationstate space representationsystem invariantsWold decomposition

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Stationary stochastic processes (60G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stochastic systems in control theory (general) (93E03)

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Cited in

(2)

• When are stochastic transition systems tameable?
• On modeling and identification of empirical partially intelligible white noise processes

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