Stochastic modeling of stationary scalar Gaussian processes in continuous time from autocorrelation data
type: Item
instance of: scholarly article
title: Stochastic modeling of stationary scalar Gaussian processes in continuous time from autocorrelation data
zbMATH Open document ID: 1545.65057
author: Martin Hanke
published in: Advances in Computational Mathematics
publication date: 2024-08-13T00:00:00Z
Mathematics Subject Classification ID: 65C99
Mathematics Subject Classification ID: 60G15
zbMATH DE Number: 7896659
zbMATH Keywords: stochastic realization
zbMATH Keywords: Markov model
zbMATH Keywords: model reduction
zbMATH Keywords: passive model positive real function
zbMATH Keywords: AAA algorithm
MaRDI profile type: Publication
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DOI: 10.1007/S10444-024-10150-7
description: scientific article; zbMATH DE number 7896659