On the nonlinear stochastic realization problem

DOI10.1080/17442508908833550zbMath0689.60044OpenAlexW1991064630MaRDI QIDQ3031717

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Publication date: 1989

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508908833550

zbMATH Keywords

stochastic realization problemMarkovian representationspurely nondeterministic processstochastic systems theory

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic systems in control theory (general) (93E03)

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