Representations of stochastic processes

DOI10.1016/0167-6911(94)00105-5zbMath0877.93124OpenAlexW2128678241WikidataQ126388308 ScholiaQ126388308MaRDI QIDQ672440

Alessandro Di Bucchianico

Publication date: 28 February 1997

Published in: Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6911(94)00105-5

zbMATH Keywords

Gaussian processMarkov processAR-representationARMA-representationBehavioursRational spectral densityState space representation

Mathematics Subject Classification ID

Stochastic systems in control theory (general) (93E03) General systems (93A10)

Cites Work

• From time series to linear system. I: Finite dimensional linear time invariant systems
• From time series to linear system, II. Exact modelling
• From time series to linear system, III: Approximate modelling
• Characterization of the partial autocorrelation function
• On the parametrization of autoregressive models by partial autocorrelations
• The Craft of Probabilistic Modelling
• Paradigms and puzzles in the theory of dynamical systems
• Real Analysis and Probability
• The Elementary Gaussian Processes
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