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Stochastic systems and the problem of state space realization. (English) Zbl 0477.93052

Geometrical methods for the theory of linear systems, Proc. NATO Adv. Study Inst. AMS Summer Semin., Cambridge/Mass. 1979, 283-313 (1980).

MSC:

93E03 Stochastic systems in control theory (general)
93B20 Minimal systems representations
60G15 Gaussian processes
70G10 Generalized coordinates; event, impulse-energy, configuration, state, or phase space for problems in mechanics

Citations:

Zbl 0455.00037