Wednesday, 26 January 2011

Wseas Transactions

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Transactions: INTERNATIONAL JOURNAL of APPLIED MATHEMATICS AND INFORMATICS
Transactions ID Number: 20-262
Full Name: Ljiljana Perovic
Position: Professor
Age: ON
Sex: Female
Address: Faculty of Economics, University of Belgrade
Country: YUGOSLAVIA
Tel: 381 11 3021164
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Fax: 381 11 2639560
E-mail address: petrovl@ekof.bg.ac.rs
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Title of the Paper: Statistical Causality and Stochastic Dynamics Systems
Authors as they appear in the Paper: Ljiljana Petrovic
Email addresses of all the authors: petrovl@ekof.bg.ac.rs
Number of paper pages: 8
Abstract: Abstract: In this paper we consider a problem (that follows directly from realization problem): how to find a possible states (even minimal) of a stochastic dynamic system S1 with known outputs, provided it is in a certain causality relationship with another stochastic dynamic system S2 whose states (or some information about them) are given. This paper is continuation of the papers (Gill and Petrovi´c 1987), (Petrovi´c 1996) and (Petrovi´c 2005).
Keywords: Hilbert space, causality, stochastic dynamic system, realization.
EXTENSION of the file: .pdf
Special (Invited) Session: Some Causal Connections Between Stochastic Dynamic Systems
Organizer of the Session: ID 150-093
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