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Some causal connections between stochastic dynamic systems
- Source :
- Filomat. 27:865-873
- Publication Year :
- 2013
- Publisher :
- National Library of Serbia, 2013.
-
Abstract
- In this paper we consider a problem that follows directly from realization problem: how to find Markovian representations , even minimall, for a given family of Hilbert spaces, understood as outputs of a stochastic dynamic system S1, provided it is in a certain causality relationship with another family of Hilbert spaces , i. e. with some informations about states of a stochastic dynamic system S2. This paper is continuation of the papers Gill and Petrovic [7] and Petrovic [16,17].
- Subjects :
- Mathematical optimization
General Mathematics
05 social sciences
Hilbert space
Markov process
01 natural sciences
Algebra
Causality (physics)
010104 statistics & probability
symbols.namesake
Continuation
0502 economics and business
symbols
0101 mathematics
Realization (systems)
050205 econometrics
Mathematics
Subjects
Details
- ISSN :
- 24060933 and 03545180
- Volume :
- 27
- Database :
- OpenAIRE
- Journal :
- Filomat
- Accession number :
- edsair.doi...........4c05eedc8c03df7d3a844d3c6046132d