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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).

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)