EMIS ELibM Electronic Journals PUBLICATIONS DE L'INSTITUT MATHÉMATIQUE (BEOGRAD) (N.S.)
Vol. 45(59), pp. 203--210 (1989)

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CAUSALITY AND STOCHASTIC REALIZATION PROBLEM

Ljiljana Petrovi\'c

Prirodno-matematicki fakultet, Kragujevac, Yugoslavia

Abstract: The basic idea is to relate some concepts of causality to the stohastic realization problem. Especially, a new definition of causality ``F$^1$ is a cause of F$^2$ within F$^3$'', which is a generalization of a corresponding definition from [3], is given. The problem of determining possible states of the stohastic dynamic system $S_1$ with known outputs, having a certain causality relationship with another stohastic dynamic system $S_2$ is considered. More precisely, problems formulated in [1] are investigated in the sense of a new definition of cuasality.

Keywords: random process, Hilbert space, causality, stohastic dynamic system, realization

Classification (MSC2000): 93E10; 93B15

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Electronic fulltext finalized on: 2 Nov 2001. This page was last modified: 16 Nov 2001.

© 2001 Mathematical Institute of the Serbian Academy of Science and Arts
© 2001 ELibM for the EMIS Electronic Edition