State-Space Realizations and Optimal Smoothing for Gaussian Generalized Reciprocal Processes

DOI10.1109/TAC.2019.2913725zbMath1483.93077OpenAlexW2946793658WikidataQ127821860 ScholiaQ127821860MaRDI QIDQ5211347

Francesco Carravetta, Langford B. White

Publication date: 28 January 2020

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tac.2019.2913725

Mathematics Subject Classification ID

Gaussian processes (60G15) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Realizations from input-output data (93B15)

Related Items (1)

Syntactic stochastic processes: definitions, models, and related inference problems

This page was built for publication: State-Space Realizations and Optimal Smoothing for Gaussian Generalized Reciprocal Processes