On minimal splitting subspaces and markovian representations

DOI10.1007/BF01776578zbMath0401.60056OpenAlexW2079643562MaRDI QIDQ4185575

Giorgio Picci, Anders Lindquist, Guy Ruckebusch

Publication date: 1979

Published in: Mathematical Systems Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01776578

zbMATH Keywords

Minimal Markovian RepresentationsMinimal Splitting SubspacesStochastic Realization Problem

Mathematics Subject Classification ID

Stochastic processes (60G99) Inner product spaces and their generalizations, Hilbert spaces (46C99)

Related Items (9)

On stochastic realization theory ⋮ The weak and strong Gaussian probabilistic realization problem ⋮ Causality and Markovian representations ⋮ Unnamed Item ⋮ On a condition for minimality of Markovian splitting subspaces ⋮ Parametrization of factor analysis models ⋮ Is a subspace containing a splitting subspace a splitting subspace? ⋮ Stochastic realizations of a discrete-time non-stationary Process ⋮ A method for approximate representation of vector-valued time series and its relation to two alternatives

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• On two selected topics connected with stochastic systems theory
• Dissipative dynamical systems. II: Linear systems with quadratic supply rates
• On the Stochastic Realization Problem
• Markovian Representation of Stochastic Processes by Canonical Variables
• A Kalman filtering approach to natural gamma ray spectroscopy in well logging
• Brownian Motion with a Several-Dimensional Time

This page was built for publication: On minimal splitting subspaces and markovian representations