The conjugate process in stochastic realization theory

DOI10.1007/BFb0120969zbMath0499.93075OpenAlexW2150420489MaRDI QIDQ3966035

Michele Pavon

Publication date: 1982

Published in: Algorithms and Theory in Filtering and Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bfb0120969

zbMATH Keywords

smoothing estimatestochastic realizationconjugate processbilateral predictor

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Stochastic systems and control (93E99) Estimation and detection in stochastic control theory (93E10) Data smoothing in stochastic control theory (93E14) Optimal stochastic control (93E20)

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