Structure of stationary finite observation records of discrete-time stochastic linear systems (Q3340736)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Structure of stationary finite observation records of discrete-time stochastic linear systems |
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Structure of stationary finite observation records of discrete-time stochastic linear systems (English)
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1983
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discrete-time stationary Gaussian stochastic processes
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sufficient statistics
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state space representation
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autoregressive-moving average processes
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stochastic realization
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