White-Noise Representations in Stochastic Realization Theory
Copyright policy )White-Noise Representations in Stochastic Realization Theory
Summary: It is proved that any random sequence can be exhibited as the output of a stochastic dynamical system driven by white noise. Further refinements are obtained for Markov, stationary, and ergodic sequences. This settles some open problems in stochastic realization theory posed by \textit{J. C. Willems} and \textit{J. H. van Schuppen} [Geometrical methods for the theory of linear systems, Proc. NATO Adv. Study. Inst. AMS Summer Semin., Cambridge/Mass. 1979, 283-313 (1980; Zbl 0477.93052)].
stochastic dynamical system, Stationary stochastic processes, Foundations of stochastic processes, Stochastic systems in control theory (general), stochastic realization theory, Electrical Engineering
stochastic dynamical system, Stationary stochastic processes, Foundations of stochastic processes, Stochastic systems in control theory (general), stochastic realization theory, Electrical Engineering
selected citations These citations are derived from selected sources.This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).66 popularity This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.Top 10% influence This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).Top 10% impulse This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.Average
Citations provided by BIP!Popularity provided by BIP!