Mathematics of Complexity and Dynamical Systems

2011 Edition
| Editors: Robert A. Meyers (Editor-in-Chief)

Stochastic Noises, Observation, Identification and Realization with

  • Giorgio Picci
Reference work entry
DOI: https://doi.org/10.1007/978-1-4614-1806-1_107

Article Outline

Glossary

Introduction

Stochastic Realization

Wide-Sense Stochastic Realization

Geometric Stochastic Realization

Dynamical System Identification

Future Directions

Bibliography

Keywords

Markov Process Brownian Particle Stationary Stochastic Process Stochastic Dynamical System Spectral Factor 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.
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Copyright information

© Springer-Verlag 2012

Authors and Affiliations

  • Giorgio Picci
    • 1
  1. 1.Department of Information EngineeringUniversity of PaduaPaduaItaly