Keyword : innovation model

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-A  No. 8 ; pp. 1337-1344
Type of Manuscript:  Special Section PAPER (Special Section on Information Theory and Its Applications)
innovation modelmatrix Riccati equationzerosgeneralized eigenvalue problemstochastic process
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