On Minimal Splitting Subspaces and Stochastic Realizations

DOI10.1137/0320040zbMath0488.60048OpenAlexW2038229791MaRDI QIDQ3949743

Arthur E. Frazho

Publication date: 1982

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0320040

zbMATH Keywords

realizationsminimal splitting subspacesshift operator techniques

Mathematics Subject Classification ID

Stationary stochastic processes (60G10)

Related Items (1)

Characterizing innovations realizations for random processes

This page was built for publication: On Minimal Splitting Subspaces and Stochastic Realizations