Willems, J. C.; van Schuppen, J. H. 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). Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page Cited in 1 ReviewCited in 7 Documents 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 Keywords:stochastic systems; state space realization; splitting random variables; splitting relations Citations:Zbl 0455.00037 PDFBibTeX XML