A class of stationary stochastic processes

• Autorzy: Victor D. Didenko , Natalia A. Rozhenko
• Języki publikacji: EN

Abstrakty

EN

Regular stationary stochastic vector processes whose spectral densities are the boundary values of matrix functions with bounded Nevanlinna characteristic are considered. A criterion for the representability of such processes as output data of linear time invariant dynamical systems is established.

Kategorie tematyczne

• 93E11: Filtering
• 93C55: Discrete-time systems
• 37L55: Infinite-dimensional random dynamical systems; stochastic equations

• Wydawca: Institute of Mathematics Polish Academy of Sciences
• Czasopismo: Studia Mathematica
• Rocznik: 2014
• Tom: 222
• Numer: 3
• Strony: 191-205

Daty

wydano

2014

Twórcy

autor

Victor D. Didenko

• Universiti Brunei Darussalam, BE1410 Bandar Seri Begawan, Brunei

autor

Natalia A. Rozhenko

• Universiti Brunei Darussalam, BE1410 Bandar Seri Begawan, Brunei

Identyfikatory

DOI

10.4064/sm222-3-1