State space calculations for discrete probability densities
type: Item
instance of: scholarly article
title: State space calculations for discrete probability densities
zbMATH Open document ID: 1002.65073
DOI: 10.1016/S0024-3795(02)00268-9
author: B. Hanzon
author: Raimund J. Ober
published in: Linear Algebra and its Applications
publication date: 2002-08-28T00:00:00Z
review text: State space methods have proved to be powerful theoretical and computational tools in a number of areas of applications. In this paper, state space methods are applied for the study of discrete probability densities on the set \([0,1,2,\dots]\). The fundamental approach is to consider the class of all discrete probability densities that can be represented as the impulse response-convolution kernel of a finite-dimensional discrete time, state space system. It is shown that all standard operations, such as the calculation of moments, convolution, scaling, translation, product, etc., can be carried out making use of the system representations.
reviewed by: Zbigniew Dżygadło
Mathematics Subject Classification ID: 65K10
Mathematics Subject Classification ID: 93B25
Mathematics Subject Classification ID: 93C55
Mathematics Subject Classification ID: 93E25
zbMATH DE Number: 1790258
zbMATH Keywords: discrete probability
zbMATH Keywords: systems theory
zbMATH Keywords: state space methods
zbMATH Keywords: impulse response-convolution kernel
zbMATH Keywords: discrete time
zbMATH Keywords: moments
zbMATH Keywords: scaling
zbMATH Keywords: translation
MaRDI profile type: Publication
cites work: Q4747980
cites work: Q4509145
cites work: A state-space calculus for rational probability density functions and applications to non-Gaussian filtering
cites work: Fast projection methods for minimal design problems in linear system theory
cites work: Inertia characteristics of self-adjoint matrix polynomials
description: scientific article; zbMATH DE number 1790258