Stochastic Realization of Stationary Processes: State-Space, Matrix Fraction and ARMA Forms
L. Keviczky, J. Bokor · Birkhäuser Boston eBooks · 1990
This paper discusses results from the stochastic realization theory of second order stochastic process. The forward and backward stochastic state-space representation are derived and transfer relations are given to obtain their associated matrix fraction description and ARMA forms. The correspondence among these realizations are elaborated. These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.