1. Nested Orthogonal Realizations for Linear Prediction of Arma Processes. - 2. q-Markov Covariance Equivalent Realizations. - 3. Reduced-Order Modelling of Stochastic Processes with Applications to Estimation. - 4. Generalized Principal Components Analysis and its Application in Approximate Stochastic Realization. - 5. Finite-Data Algorithms for Approximate Stochastic Realization. - 6. Model Reduction Via Balancing and Connections with Other Methods. - 7. The Scattering Matrix Associated with a Stationary Stochastic Process: System Theoretic Properties and Role in Realization. - 8. Realization and Reduction of S. I. S. O. Nonminimum Phase Stochastic Systems. - 9. On Stochastic Bilinear Systems. - 10. Markov Random Fields for Image Modelling and Analysis. - 11. Smoothing with Blackouts. - 12. Stochastic Bilinear Models and Estimators with Nonlinear Observation Feedback. Language: English