Authors
Citation
A. Dibucchianico, REPRESENTATIONS OF STOCHASTIC-PROCESSES, Systems & control letters, 25(5), 1995, pp. 343-349
Citations number
18
Categorie Soggetti
Controlo Theory & Cybernetics","System Science","Operatione Research & Management Science
Journal title
ISSN journal
01676911
Volume
25
Issue
5
Year of publication
1995
Pages
343 - 349
Database
ISI
SICI code
0167-6911(1995)25:5<343:ROS>2.0.ZU;2-7
Abstract
The purpose of this paper is to extend the deterministic behavioural t
heory of J.C. Willems to a stochastic setting. This extension consists
of characterizations of discrete time Gaussian processes with rationa
l spectral density.