ABSTRACT
I. INTRODUCTION Stochastic realization theory deals with modeling of random processes. Given a vector (say ra-dimensional) process y = (y(i)}, construct models of y representing it in terms of simpler and more basic random processes, such as white noise, Markov processes, etc. In particular it deals with procedures for constructing models of (wide-sense) stationary processes, of the form
where (w(i)} is some vector normalized white noise, i.e.
