Lindquist, Anders; Picci, Giorgio Realization theory for multivariate stationary Gaussian processes. I: State space construction. (English) Zbl 0496.93021 Proc. 4th Intern. Symp. Math. Theory of Networks and Systems, Delft/Holland 1979, 140-148 (1979). Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page Cited in 1 ReviewCited in 4 Documents MSC: 93B20 Minimal systems representations 60G10 Stationary stochastic processes 60G15 Gaussian processes 30H05 Spaces of bounded analytic functions of one complex variable 93E03 Stochastic systems in control theory (general) Keywords:multivariate stationary Gaussian processes; stochastic realization; Hardy space; Hankel operator × Cite Format Result Cite Review PDF