A solution of the nonlinear stochastic realization problem

T. J. Taylor, M. Pavon

Research output: Contribution to journalArticlepeer-review

Abstract

In a recent paper we have constructed a solution of the nonlinear stochastic realization problem. The purpose of this paper is to announce the result to system theorists, as well as to motivate the approach by considering in detail some simple examples.

Original languageEnglish (US)
Pages (from-to)117-121
Number of pages5
JournalSystems and Control Letters
Volume11
Issue number2
DOIs
StatePublished - Aug 1988

Keywords

  • Markovian representation
  • Nonlinear analysis
  • Realization theory

ASJC Scopus subject areas

  • Control and Systems Engineering
  • General Computer Science
  • Mechanical Engineering
  • Electrical and Electronic Engineering

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