Conditional orthogonality and conditional stochastic realization
UNSPECIFIED. (2003) Conditional orthogonality and conditional stochastic realization. DIRECTIONS IN MATHEMATICAL SYSTEMS THEORY AND OPTIMIZATION, 286 . pp. 71-84. ISSN 0170-8643Full text not available from this repository.
The concept of conditional orthogonality for the random variables x, y with respect to a third random variable z is extended to the case of a triple x, y, z of processes and is shown to be equivalent to the property that the space spanned by the conditioning process z splits the spaces generated by the conditionally orthogonal processes x, y. The main result is that for jointly wide sense stationary processes x, y, z, conditional orthogonality plus a strong feedback free condition on (z, x) and (z, y), or, equivalently, splitting plus this condition, is equivalent to the existence of a stochastic realization for the joint process (x, y, z) in the special class of so-called conditionally orthogonal stochastic realizations.
|Item Type:||Journal Article|
|Subjects:||Q Science > QA Mathematics > QA76 Electronic computers. Computer science. Computer software
T Technology > TL Motor vehicles. Aeronautics. Astronautics
|Series Name:||LECTURE NOTES IN CONTROL AND INFORMATION SCIENCES|
|Journal or Publication Title:||DIRECTIONS IN MATHEMATICAL SYSTEMS THEORY AND OPTIMIZATION|
|Number of Pages:||14|
|Page Range:||pp. 71-84|
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