Stochastic Realization Problems
نویسنده
چکیده
The stochastic reahzation problem asks for the existence and the classification of all stochastic systems Ior which the output process equals a given process in distnbution or almost surely. This is a lundamental problem of system and control tl',,~ory. The stochastic realization problem is of importance to mode/ling by stochastzc systems in engineering, biology, economics etc. Several slochastic systems are mentioned lor which the solution el the stochastic realization problem may be useful. As an example recent research on the stochastic realization problem for the Gaussian lacier model and a Gaussian factor system is discussed.
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تاریخ انتشار 2005