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Forward and backward Markovian state space models of second order process - MaRDI portal

Forward and backward Markovian state space models of second order process (Q911147)

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scientific article; zbMATH DE number 4143164
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English
Forward and backward Markovian state space models of second order process
scientific article; zbMATH DE number 4143164

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    Forward and backward Markovian state space models of second order process (English)
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    1990
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    multivariable second order processes
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    infinite moving average representation
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    minimal order state-space realizations
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