论文信息 - On the Internal Structure of Finite-State Stochastic Processes

On the Internal Structure of Finite-State Stochastic Processes

The “Identifiabi1ity problem for functions of finite Markov chains”, which we might now rather call “the finite-state stochastic realization problem”, was stated by BLACKWELL and KOOPMANS [1] in 1957. Even if there exists now a rather abundant literature on this subject, yet, it can safely be asserted that very little progress has been made. This is especially true as for an algorithmic solution is concerned. This actually shows that the problem is a very hard one (though an important one).

Giorgio Picci | G. Picci

[1] Paul E. Boudreau,et al. Functions of Finite Markov Chains and Exponential Type Processes , 1968 .

[2] Herman Rubin,et al. FUNCTIONS OF PROCESSES WITH MARKOVIAN STATES-II , 1968 .

[3] E. J. Gilbert. On the Identifiability Problem for Functions of Finite Markov Chains , 1959 .

[4] Michael A. Arbib,et al. Topics in Mathematical System Theory , 1969 .

[5] M. Fliess. Séries rationnelles positives et processus stochastiques , 1975 .

[6] Azaria Paz,et al. Introduction to Probabilistic Automata , 1971 .

[7] A. Heller. On Stochastic Processes Derived From Markov Chains , 1965 .

[8] Karl Johan Åström,et al. Optimal control of Markov processes with incomplete state information , 1965 .

[9] D. Blackwell,et al. On the Identifiability Problem for Functions of Finite Markov Chains , 1957 .

[10] E. Polak,et al. System Theory , 1963 .