Geodesic
Causality and Stochastic Realization Problem
Publications de l'Institut Mathématique, _N_S_45 (1989) no. 59, p. 203 .

Voir la notice de l'article provenant de la source eLibrary of Mathematical Institute of the Serbian Academy of Sciences and Arts

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 
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     author = {Ljiljana Petrovi\'c},
     title = {Causality and {Stochastic} {Realization} {Problem}},
     journal = {Publications de l'Institut Math\'ematique},
     pages = {203 },
     publisher = {mathdoc},
     volume = {_N_S_45},
     number = {59},
     year = {1989},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/PIM_1989_N_S_45_59_a27/}
}
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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/