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2015 | OriginalPaper | Chapter

9. Proper Markovian Representations in Hardy Space

Authors : Anders Lindquist, Giorgio Picci

Published in: Linear Stochastic Systems

Publisher: Springer Berlin Heidelberg

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Abstract

In this chapter we reformulate the splitting geometry in terms of functional models in Hardy space. This allows us to use the power of Hardy space theory to prove several additional results and useful characterizations. We shall only deal with proper Markovian representation, and therefore we formulate several functional criteria for properness.

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previous chapter Markovian Representations
next chapter Stochastic Realization Theory in Continuous Time
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Metadata
Title
Proper Markovian Representations in Hardy Space
Authors
Anders Lindquist
Giorgio Picci
Copyright Year
2015
Publisher
Springer Berlin Heidelberg
Book
Linear Stochastic Systems

Print ISBN: 978-3-662-45749-8

Electronic ISBN: 978-3-662-45750-4

Copyright Year: 2015

DOI
https://doi.org/10.1007/978-3-662-45750-4_9