Lindquist, Anders; Picci, Giorgio On the stochastic realization problem. (English) Zbl 0428.60052 SIAM J. Control Optimization 17, 365-389 (1979). Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page Cited in 3 ReviewsCited in 30 Documents MSC: 60G35 Signal detection and filtering (aspects of stochastic processes) 93E11 Filtering in stochastic control theory Keywords:forward and backward stochastic realizations; internal and external stochastic realizations; stationary increments; Kalman-Bucy filters PDF BibTeX XML Cite \textit{A. Lindquist} and \textit{G. Picci}, SIAM J. Control Optim. 17, 365--389 (1979; Zbl 0428.60052) Full Text: DOI Link