Minimality and reductibility of conditionally poisson systems with finite state space
Peter Spreij · Stochastics and stochastics reports · 1990
In this paper we consider stochastic systems with finite state space and counting process output. In particular we address the question whether a given system has a minimal representation, where roughly speaking minimality means minimality of the size of the state space. We show that minimality is connected to a suitably defined notion of observability. Finally we present an algorithm that enables us, starting from a given representation, to construct a minimal representation for the same system