Causality and stochastic realization

DOI10.1155/IJMMS.2005.349zbMath1099.46051OpenAlexW1992175793MaRDI QIDQ2566589

Ljiljana Petrović

Publication date: 26 September 2005

Published in: International Journal of Mathematics and Mathematical Sciences (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/52800

zbMATH Keywords

Hilbert spacesMarkovian representation

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Foundations of probability theory (60A99) Applications of functional analysis in probability theory and statistics (46N30) Realizations from input-output data (93B15)

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