A solution of the nonlinear stochastic realization problem

DOI10.1016/0167-6911(88)90084-9zbMath0663.93061OpenAlexW2141527812MaRDI QIDQ1115399

S. H. Smith

Publication date: 1988

Published in: Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6911(88)90084-9

zbMATH Keywords

Markovian representationnonlinear stochastic realization problem

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Nonlinear systems in control theory (93C10) Minimal systems representations (93B20) Stochastic systems in control theory (general) (93E03) Realizations from input-output data (93B15)

Cites Work

• The adjoint Markoff process
• Regular probability measures on function space
• Invariance properties of the conditional independence relation
• On the nonlinear stochastic realization problem
• Realization Theory for Multivariate Stationary Gaussian Processes
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