A module theoretic interpretation of multiplicity and rank of a stationary random process

DOI10.1016/j.laa.2007.01.017zbMath1124.93055OpenAlexW2033057073MaRDI QIDQ998185

Giorgio Picci

Publication date: 27 August 2007

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.laa.2007.01.017

zbMATH Keywords

spectral factorizationstationary processesHilbert modulesmultiplicity theory

Mathematics Subject Classification ID

Eigenvalue problems (93B60) Algebraic methods (93B25) Stochastic systems in control theory (general) (93E03)

Cites Work

• On the structure of purely non-deterministic stochastic processes
• On the multiplicity of a stochastic vector process
• On the theory of stationary random processes
• Sur une classe de courbes de l'espace de Hilbert et sur une équation intégrale non linéaire
• Canonical representations of Gaussian processes and their applications
• Linear Stochastic Systems
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