Representability of stochastic systems
By: by Gy. Michaletzky, J. Bokor, P. Várlaki.
Contributors: Bokor, J.; Várlaki, P.
Publisher: Akadémiai Kiadó
Published: 1998
Place of publication: Budapest
Language: eng
Number of pages: 228
Subjects: Stochastic analysis; Stochastic systems; Stochastic processes
Notes: Includes bibliographical references (p. [223]-228) and indexes.
Table of contents: title: 1. Introduction; title: 2. Spectral representation and Wold decomposition of stationary processes; title: 3. Purely nondeterministic stationary processes with rational spectral density; title: 4. System invariants and canonical forms in SSR, ARMA and MFD representations; title: 5. "Geometric" theory of state-space realizations; title: 6. The structure of all-pass functions; title: 7. Generalized Wiener-Hopf factorization of all-pass functions; title: 8. Canonical reconstruction of stationary processes.