On the multivariable approximate stochastic realization problem
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Publication:5203424
DOI10.1080/17442509108833673zbMath0725.60027OpenAlexW2000780746MaRDI QIDQ5203424
Publication date: 1991
Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442509108833673
multivariate stationary processLindquist-Picci algorithmminimal stochastic realizationapproximate Markovian representation
Cites Work
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