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Linear Stochastic Systems

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Cover of 'Linear Stochastic Systems'

Table of Contents

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    Book Overview
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    Chapter 1 Introduction
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    Chapter 2 Geometry of Second-Order Random Processes
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    Chapter 3 Spectral Representation of Stationary Processes
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    Chapter 4 Innovations, Wold Decomposition, and Spectral Factorization
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    Chapter 5 Spectral Factorization in Continuous Time
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    Chapter 6 Linear Finite-Dimensional Stochastic Systems
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    Chapter 7 The Geometry of Splitting Subspaces
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    Chapter 8 Markovian Representations
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    Chapter 9 Proper Markovian Representations in Hardy Space
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    Chapter 10 Stochastic Realization Theory in Continuous Time
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    Chapter 11 Stochastic Balancing and Model Reduction
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    Chapter 12 Finite-Interval and Partial Stochastic Realization Theory
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    Chapter 13 Subspace Identification of Time Series
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    Chapter 14 Zero Dynamics and the Geometry of the Riccati Inequality
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    Chapter 15 Smoothing and Interpolation
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    Chapter 16 Acausal Linear Stochastic Models and Spectral Factorization
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    Chapter 17 Stochastic Systems with Inputs
Attention for Chapter 8: Markovian Representations
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