Causality and Stochastic Realization Problem
Publications de l'Institut Mathématique, _N_S_45 (1989) no. 59, p. 203
The basic idea is to relate some concepts of causality to
the stohastic realization problem. Especially, a new definition of
causality ``F$^1$ is a cause of F$^2$ within F$^3$'', which is a
generalization of a corresponding definition from [3], is given. The
problem of determining possible states of the stohastic dynamic system
$S_1$ with known outputs, having a certain causality relationship with
another stohastic dynamic system $S_2$ is considered. More precisely,
problems formulated in [1] are investigated in the sense of a new
definition of cuasality.
Classification :
93E10 93B15
Keywords: random process, Hilbert space, causality, stohastic dynamic system, realization
Keywords: random process, Hilbert space, causality, stohastic dynamic system, realization
@article{PIM_1989_N_S_45_59_a27,
author = {Ljiljana Petrovi\'c},
title = {Causality and {Stochastic} {Realization} {Problem}},
journal = {Publications de l'Institut Math\'ematique},
pages = {203 },
year = {1989},
volume = {_N_S_45},
number = {59},
language = {en},
url = {http://geodesic.mathdoc.fr/item/PIM_1989_N_S_45_59_a27/}
}
Ljiljana Petrović. Causality and Stochastic Realization Problem. Publications de l'Institut Mathématique, _N_S_45 (1989) no. 59, p. 203 . http://geodesic.mathdoc.fr/item/PIM_1989_N_S_45_59_a27/