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The weak stochastic realization problem for discrete-time counting processes

  • J. H. van Schuppen
Session 8 Identification And Detection
  • 122 Downloads
Part of the Lecture Notes in Control and Information Sciences book series (LNCIS, volume 62)

Abstract

The weak stochastic realization problem is considered for discrete-time stationary counting processes. Such processes take values in the countable infinite set N={0,1,2,...}. A stochastic realization is sought in the class of stochastic systems specified by a conditional distribution for the output given the state of Poisson type, and by a finite valued state process. In the paper a necessary and sufficient condition is derived for the existence of a stochastic realization in the above specified class.

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Copyright information

© Springer-Verlag 1984

Authors and Affiliations

  • J. H. van Schuppen
    • 1
  1. 1.Centre for Mathematics and Computer ScienceAmsterdamThe Netherlands

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