@inproceedings{deeb6344836749c0a063399489df96b3,
title = "On time-reversibility of linear stochastic models",
abstract = "Reversal of the time direction in stochastic systems driven by white noise has been of central importance throughout the development of stochastic realization theory, filtering and smoothing. Similarly, in connection with certain problems in the theory of moments, the duality induced by time reversal was the key to deriving a compact parametrization and an interpretation of solutions. By combining ideas from these two lines of development we present herein a general view and a simplified account of time-reversal in stochastic models.",
keywords = "Stochastic realization theory, Time-reversal of stochastic models",
author = "Georgiou, {Tryphon T.} and Anders Lindquist",
year = "2014",
month = jan,
day = "1",
doi = "10.3182/20140824-6-za-1003.00029",
language = "English (US)",
series = "IFAC Proceedings Volumes (IFAC-PapersOnline)",
publisher = "IFAC Secretariat",
pages = "10403--10408",
editor = "Edward Boje and Xiaohua Xia",
booktitle = "19th IFAC World Congress IFAC 2014, Proceedings",
note = "19th IFAC World Congress on International Federation of Automatic Control, IFAC 2014 ; Conference date: 24-08-2014 Through 29-08-2014",
}