Some Causal Connections Between Stochastic Dynamic Systems

Ljiljana Petrović

In this paper we consider a problem that follows directly from realization problem: how to find Markovian representations, even minimal, for a given family of Hilbert spaces, understood as outputs of a stochastic dynamic system $S_1$, provided it is in a certain causality relationship with another family of Hilbert spaces, i.e. with some informations about states of a stochastic dynamic system $S_2$.