Abstract

Given a Hilbert spaceH, letH1 andH2 be two arbitrary subspaces. The problem of finding all minimal splitting subspaces ofH with respect toH1 andH2 is solved. This result is applied to the stochastic realization problem. Each minimal stochastic realization of a given vector processy defines a family of state spaces. It is shown that these families are precisely those families of minimal splitting subspaces (with respect to the past and the future ofy) which satisfy a certain growth condition.

Full Text
Paper version not known

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call

Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.