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Some causal connections between stochastic dynamic systems

Authors :
Ljiljana Petrović
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].

Details

ISSN :
24060933 and 03545180
Volume :
27
Database :
OpenAIRE
Journal :
Filomat
Accession number :
edsair.doi...........4c05eedc8c03df7d3a844d3c6046132d