scientific article; zbMATH DE number 194337

zbMath0721.60040MaRDI QIDQ4692290

Yu. A. Rozanov

Publication date: 5 June 1993

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Gaussian processesstationary stochastic processesspectral theoryergodic propertiesLinear predicting

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)

Related Items (11)

Minimax Prediction Problem for Multidimensional Stationary Stochastic Processes ⋮ Estimation of parameters of the Samuelson model with telegraph drift ⋮ Degenerate linear-quadratic problem of discrete plant under uncertainty ⋮ Control cost for a discrete linear object under uncertainty about the spectral composition of perturbances ⋮ Minimization of a functional over the set of causal operators of causal Hilbert space ⋮ A bounded real lemma type-result with respect to the anisotropic norm setup for stochastic systems with multiplicative noise ⋮ Degenerate problems of designing the control system of a linear discrete plant ⋮ Controllability of a linear dynamical system with random parameters ⋮ Linear Kalman-Bucy filter with vector autoregressive signal and noise ⋮ Linear Kalman-Bucy filter with autoregressive signal and noise ⋮ Sufficient conditions for the local controllability of systems with random parameters for an arbitrary number of system states

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