Innovation Models in a Stochastic System Represented by an Input-Output Model Kuniharu KISHIDA
Publication: IEICE TRANSACTIONS on Fundamentals of Electronics, Communications and Computer Sciences Publication Date: 1994/08/25 Vol. E77-ANo. 8 ;
pp. 1337-1344 Type of Manuscript: Special Section PAPER (Special Section on Information Theory and Its Applications) Category: Keyword: innovation model, matrix Riccati equation, zeros, generalized eigenvalue problem, stochastic process,