On the Stochastic Realization Problem
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Publication:3865222
DOI10.1137/0317028zbMath0428.60052OpenAlexW2043230617MaRDI QIDQ3865222
Giorgio Picci, Anders Lindquist
Publication date: 1979
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/b3934f91f19c8fcf161b2f5b0c63a96c3fb9f32d
stationary incrementsKalman-Bucy filtersforward and backward stochastic realizationsinternal and external stochastic realizations
Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35)
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