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On the Internal Structure of Finite-State Stochastic Processes

  • Giorgio Picci
Part of the Lecture Notes in Economics and Mathematical Systems book series (LNE, volume 162)

Abstract

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).

Keywords

Stochastic System Stochastic Matrix Polyhedral Convex Hankel Matrix Stationary Stochastic Process 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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References

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Copyright information

© Springer-Verlag Berlin Heidelberg 1978

Authors and Affiliations

  • Giorgio Picci
    • 1
  1. 1.Laboratorio per Ricerche di Dinamica dei Sistemi e di Elettronica Biomedica (LADSEB)C.N.R.PadovaItaly

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