On the Stochastic Realization Problem
Author:
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Subject
Applied Mathematics,Control and Optimization
Link
http://epubs.siam.org/doi/pdf/10.1137/0317028
Reference31 articles.
1. Markovian Representation of Stochastic Processes by Canonical Variables
2. Stochastic theory of minimal realization
3. An algebraic solution to the spectral factorization problem
4. A System Theory Criterion for Positive Real Matrices
5. The inverse problem of stationary covariance generation
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