Geodesic
Finding the response matrix to the external action from a subspace for a discrete linear stochastic dynamical system
Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 46 (2006) no. 7, pp. 1219-1231 Cet article a éte moissonné depuis la source Math-Net.Ru

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For a discrete linear stochastic dynamical system, computation of the response matrix to the external action from a subspace using given observational data is examined. An algorithm is proposed and substantiated that makes it possible to improve the numerical accuracy and to reduce the amount of observational data compared to the general case where an arbitrary external action is allowed. As an illustration, a discrete system arising in the analysis of a linear stochastic dynamical continuous-time system is considered more thoroughly. Some numerical results are presented. 
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R. S. Martynov; Yu. M. Nechepurenko. Finding the response matrix to the external action from a subspace for a discrete linear stochastic dynamical system. Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 46 (2006) no. 7, pp. 1219-1231. http://geodesic.mathdoc.fr/item/ZVMMF_2006_46_7_a5/

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