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Causality and stochastic realization

Ljiljana Petrovic

International Journal of Mathematics and Mathematical Sciences, 2005, vol. 2005, 1-8

Abstract:

We consider a problem (that follows directly from realization problem) on finding Markovian representations for a given family of Hilbert spaces such that each of these two families provides exactly the same amount of information about some other family of Hilbert spaces.

Date: 2005
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jijmms:912639

DOI: 10.1155/IJMMS.2005.349

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