Representations of stochastic processes

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Abstract

The purpose of this paper is to extend the deterministic behavioural theory of J.C. Willems to a stochastic setting. This extension consists of characterizations of discrete time Gaussian processes with rational spectral density.
Original languageEnglish
Pages (from-to)343-349
JournalSystems and Control Letters
Volume25
Issue number5
DOIs
Publication statusPublished - 1995

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