๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Backwards Markovian models for second-order stochastic processes (Corresp.)

โœ Scribed by Ljung, L.; Kailath, T.

Book ID
114634500
Publisher
IEEE
Year
1976
Tongue
English
Weight
726 KB
Volume
22
Category
Article
ISSN
0018-9448

No coin nor oath required. For personal study only.

๐Ÿ“œ SIMILAR VOLUMES

Forward and backward Markovian state spa
Forward and backward Markovian state space models of second order process
โœ J. Bokor; M. Tanyi; Gy. Terdik ๐Ÿ“‚ Article ๐Ÿ“… 1990 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 500 KB

This paper considers the realization of discrete time multivariable second order processes in forward and backward state space form. Using the forward and backward factorization of the spectral density and the associated infinite moving average representation of the process, the construction of mini

Second-order Characteristics for Stochas
Second-order Characteristics for Stochastic Structures Connected with Gibbs Point Processes
โœ Dietrich Stoyan; Pavel Grabarnik ๐Ÿ“‚ Article ๐Ÿ“… 1991 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 245 KB

The points of a stationary and isotropic GIBBS point process are marked by exp(corresponding local energy). For the mean mark and two mark product density functions very simple formulae are true which contain the intensity and the pair potential function of the process. Furthermore, there is ii clos