Title :
The stochastic realization problem
Author :
Kailath, T. ; Rissanen, J.
Author_Institution :
Stanford University, Stanford, California
Keywords :
Colored noise; Contracts; Differential equations; Kalman filters; Mathematics; Random processes; Recursive estimation; Riccati equations; Stochastic processes; Technological innovation;
Conference_Titel :
Decision and Control, 1971 IEEE Conference on
Conference_Location :
Miami Beach, FL, USA
DOI :
10.1109/CDC.1971.271060