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On the State Space and Dynamics Selection in Linear Stochastic Models: A Spectral Factorization Approach.
Augusto Ferrante
Giorgio Picci
Published in:
IEEE Trans. Autom. Control. (2019)
Keyphrases
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stochastic models
state space
dynamical systems
stochastic model
stochastic processes
reinforcement learning
dynamic programming
optimal policy
particle filter
state variables
marginal distributions
special case
steady state