The strong finite stochastic realization problem — Preliminary results

Analysis and Optimization of Systems - Lecture Notes in Control and Information Sciences ◽

10.1007/bfb0044390 ◽

1982 ◽

pp. 177-190

Author(s):

J. H. van Schuppen

Keyword(s):

Realization Problem ◽

Preliminary Results ◽

Stochastic Realization

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ON THE STOCHASTIC REALIZATION PROBLEM FOR CONTINUOUS-TIME NONSTATIONARY STOCHASTIC PROCESSES

Software for Computer Control 1982 ◽

10.1016/b978-0-08-029352-3.50055-6 ◽

1983 ◽

pp. 351-356 ◽

Cited By ~ 1

Author(s):

F.A. Badawi

Keyword(s):

Stochastic Processes ◽

Continuous Time ◽

Realization Problem ◽

Stochastic Realization ◽

Nonstationary Stochastic Processes

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On the nonlinear stochastic realization problem

Stochastics and Stochastics Reports ◽

10.1080/17442508908833550 ◽

1989 ◽

Vol 26 (2) ◽

pp. 65-79 ◽

Cited By ~ 1

Author(s):

T. J. S. Tayor ◽

M. Pavon

Keyword(s):

Realization Problem ◽

Stochastic Realization

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Multiscale autoregressive models and the stochastic realization problem

Conference Record of Thirty-Second Asilomar Conference on Signals, Systems and Computers (Cat. No.98CH36284) ◽

10.1109/acssc.1998.750961 ◽

2002 ◽

Author(s):

A.B. Frakt ◽

A.S. Willsky

Keyword(s):

Autoregressive Models ◽

Realization Problem ◽

Stochastic Realization

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The discrete-time stochastic realization problem: Minimum variance property of the innovations representation

10.1109/cdc.1973.269152 ◽

1973 ◽

Author(s):

M. Gevers ◽

T. Kailath

Keyword(s):

Discrete Time ◽

Minimum Variance ◽

Realization Problem ◽

Stochastic Realization

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Recent Progress on the Partial Stochastic Realization Problem

Operators, Systems and Linear Algebra - European Consortium for Mathematics in Industry ◽

10.1007/978-3-663-09823-2_11 ◽

1997 ◽

pp. 129-137

Author(s):

Anders Lindquist

Keyword(s):

Recent Progress ◽

Realization Problem ◽

Stochastic Realization

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A solution of the nonlinear stochastic realization problem

Systems & Control Letters ◽

10.1016/0167-6911(88)90084-9 ◽

1988 ◽

Vol 11 (2) ◽

pp. 117-121 ◽

Cited By ~ 2

Author(s):

T.J. Taylor ◽

M. Pavon

Keyword(s):

Realization Problem ◽

Stochastic Realization

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A hardy space approach to the stochastic realization problem

10.1109/cdc.1978.268067 ◽

1978 ◽

Cited By ~ 6

Author(s):

Anders Lindquist ◽

Giorgio Picci

Keyword(s):

Hardy Space ◽

Realization Problem ◽

Stochastic Realization ◽

Space Approach

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On the multivariable approximate stochastic realization problem

Stochastics and Stochastics Reports ◽

10.1080/17442509108833673 ◽

1991 ◽

Vol 34 (1-2) ◽

pp. 1-27 ◽

Cited By ~ 1

Author(s):

Andrea Gombani

Keyword(s):

Realization Problem ◽

Stochastic Realization

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The stochastic realization problem

10.1109/cdc.1971.271060 ◽

1971 ◽

Author(s):

Thomas Kailath ◽

J. Rissanen

Keyword(s):

Realization Problem ◽

Stochastic Realization

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Causality and stochastic realization

International Journal of Mathematics and Mathematical Sciences ◽

10.1155/ijmms.2005.349 ◽

2005 ◽

Vol 2005 (3) ◽

pp. 349-356 ◽

Cited By ~ 1

Author(s):

Ljiljana Petrovic

Keyword(s):

Hilbert Spaces ◽

Realization Problem ◽

Amount Of Information ◽

Stochastic Realization

We consider a problem (that follows directly from realization problem) on finding Markovian representations for a given family of Hilbert spaces such that each of these two families provides exactly the same amount of information about some other family of Hilbert spaces.

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