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Linear Stochastic Systems

Overview of attention for book
Attention for Chapter 4: Innovations, Wold Decomposition, and Spectral Factorization
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Chapter title
Innovations, Wold Decomposition, and Spectral Factorization
Chapter number 4
Book title
Linear Stochastic Systems
Published by
Springer, Berlin, Heidelberg, January 2015
DOI 10.1007/978-3-662-45750-4_4
Book ISBNs
978-3-66-245749-8, 978-3-66-245750-4
Authors

Anders Lindquist, Giorgio Picci