Abstract
Most of the results in this book deal with models of stationary processes in terms of a forward and a backward stochastic realization with a few deviations to show that similar results hold also in a nonstationary setting. The purpose of this chapter is to show that, still remaining within the circle of ideas of stochastic modeling, practically all results on stochastic realization presented in the literature do in fact generalize to cover quite arbitrary causality structures.
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Lindquist, A., Picci, G. (2015). Acausal Linear Stochastic Models and Spectral Factorization. In: Linear Stochastic Systems. Series in Contemporary Mathematics, vol 1. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-662-45750-4_16
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DOI: https://doi.org/10.1007/978-3-662-45750-4_16
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