Markovian representation and prediction of stochastic processes with time-varying rational spectrum

DOI10.1016/0165-1684(91)90127-5zbMath0748.93068OpenAlexW2078225367MaRDI QIDQ1180381

N. M. Spencer, V. V. Anh

Publication date: 27 June 1992

Published in: Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1684(91)90127-5

zbMATH Keywords

Markovian representationspectral factorization problemstate-space representation problem

Mathematics Subject Classification ID

Stochastic systems in control theory (general) (93E03)

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