@inbook{1cc30f79abd744a2b224eb73a7c27040,
title = "Gaussian Stochastic Systems",
abstract = "A stochastic system (without input) is a mathematical model of a dynamic phenomenon exhibiting uncertain signals. Such a system is mathematically characterized by the transition map from the current state to the joint probability distribution of the next state and the current output. Only Gaussian systems are treated in this chapter. Forward and backward Gaussian stochastic systems are defined and related. Stochastic observability and stochastic co-observability are defined and characterized.",
keywords = "Gaussian system, Stochastic observability, Stochastic system",
author = "{van Schuppen}, {Jan H.}",
year = "2021",
doi = "10.1007/978-3-030-66952-2_4",
language = "English",
series = "Communications and Control Engineering",
publisher = "Springer",
pages = "81--134",
booktitle = "Control and System Theory of Discrete-Time Stochastic Systems",
}