Characterization and Classification of Gaussian Second Order Reciprocal Processes
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Published:1991
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Page:126-144
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ISSN:
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Container-title:Modeling, Estimation and Control of Systems with Uncertainty
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language:
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Publisher
Birkhäuser Boston
Reference10 articles.
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2. J. P. Carmichael, J. C. Massé, and R. Theodorescu. Multivariate recirocal stationary Gaussian processes. Journal of Multivariate Analysis, 23:47–66, 1987.
3. B. Jamison. Reciprocal processes. Z. Wharscheinlichkeitstheorie verw, Gebiete, 30:65–86, 1974.
4. A. J. Krener, R. Prezza, and B. C. Levy. Gaussian reciprocal processes and self-adjoint stochastic differential equations of second order. Stochastics and Stochastics Reports, 34:29–56, January 1991.
5. P. Masani. The prediction theory of multivariate stochastic processes, iii: Unbounded spectral densities. Acta Mathematica, 104:141–162, 1960.