{"entities":{"Q1805974":{"pageid":1816716,"ns":120,"title":"Item:Q1805974","lastrevid":69006927,"modified":"2026-04-13T03:41:25Z","type":"item","id":"Q1805974","labels":{"en":{"language":"en","value":"Realization of stochastic systems with exogenous inputs and subspace identification methods"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 1356084"}},"aliases":{},"claims":{"P31":[{"mainsnak":{"snaktype":"value","property":"P31","hash":"fd5912e4dab4b881a8eb0eb27e7893fef55176ad","datavalue":{"value":{"entity-type":"item","numeric-id":56887,"id":"Q56887"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1805974$AAC888CD-54CA-404E-B30B-56527C642535","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"825d4483398339dde9f094c00c55b77b10542bcd","datavalue":{"value":{"text":"Realization of stochastic systems with exogenous inputs and subspace identification methods","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q1805974$DA6CFB0C-ABF1-4C7F-BD83-EF3EC1043157","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"186828f7df6ae867f8153493f3d6bbaaf14cb65c","datavalue":{"value":"0933.93025","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1805974$9857A528-A441-487C-8170-8AC0A961BF41","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"115fe30c9cbfcc877272acbb5a7e9a1e1cbcc312","datavalue":{"value":"10.1016/S0005-1098(99)00072-2","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1805974$72D6B44E-A28D-4D12-BFD3-EB33B3FA39FD","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"51692d87c6bc0e8eaa267885aa164e424dd102ce","datavalue":{"value":{"entity-type":"item","numeric-id":313182,"id":"Q313182"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1805974$7376A277-2C39-452F-84DD-EA83E401A4AA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"32ff1e5772d5b61641eb30727570cc0ad85af12b","datavalue":{"value":{"entity-type":"item","numeric-id":445090,"id":"Q445090"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1805974$1FF260EB-2BB3-459E-8FF2-CFDB0DE12A93","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"69a11602bb4f474f716dc259849d1837f4cd9e2e","datavalue":{"value":{"entity-type":"item","numeric-id":161901,"id":"Q161901"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1805974$A2D0A50F-F5D1-436F-BEC6-00F7DF2E3320","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"bf884a704995579662b2d78b5e9e29a445b0f1ca","datavalue":{"value":{"time":"+2000-03-28T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q1805974$621AD7B4-24B2-4F1C-8DED-56BBDC1FDF00","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"e0d16e4890efe8c8be6df0efc6a47028a8d4e803","datavalue":{"value":"The paper solves the stochastic realization problem for a discrete-time stationary process with an exogenous input. The oblique projection of the future outputs on the space of the past observations along the space of the future inputs is factorized as a product of the extended observability matrix and the state vector. The state vector is chosen by using the canonical correlation analysis (CCA) of past and future conditioned on the future inputs. The state equations of the optimal predictor of the future outputs in terms of the state vector and the future inputs are derived. These equations lead to a forward innovation model for the output process in the presence of exogenous inputs. The basic step of the realization procedure is a factorization of the conditional covariance matrix of future outputs and past data given future inputs. This factorization is based on CCA and can be easily adapted to finite input-output data. Four stochastic subspace identification algorithms which adapt the realization procedure to finite input-output data are derived. Numerical results are also included.","type":"string"},"datatype":"string"},"type":"statement","id":"Q1805974$CF8B3800-4D74-4F9B-94A0-E23ACFCF2792","rank":"normal"}],"P1447":[{"mainsnak":{"snaktype":"value","property":"P1447","hash":"92329f1cb9f7975453b8f73efcc3a13f3be284e5","datavalue":{"value":{"entity-type":"item","numeric-id":588066,"id":"Q588066"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1805974$89CEDCC1-8E11-4298-9364-90361C70EA41","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"8f1fdbd37ea55781316a099df1ac6c996bd515a2","datavalue":{"value":"93B15","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1805974$9B6C2655-7547-4232-85BB-D93B3A14702F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"9aae0e5f9100c291f2ba2e810e424abf349c68df","datavalue":{"value":"93E12","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1805974$B707EC74-FEEB-4260-9BAD-D4A4F7252CFF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"8d3c102b5b56d5cea4c8f850db3444fbb0a19fba","datavalue":{"value":"60G35","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1805974$8654777A-9269-4BE4-BA10-C51450BD27A6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"da09a36b3cd55a8c4008bfc1571e995d63777860","datavalue":{"value":"62M20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1805974$C88EEC14-170B-427D-B11A-7F22655C75BE","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"896018daea5694f2a2b0c54dd063b5f2d8ac7199","datavalue":{"value":"1356084","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1805974$CE9CAFF9-F795-4F77-8532-EA2C19AB0BBE","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"e736d59a5e781b38d49c6c6704bf6e18c076cd5f","datavalue":{"value":"stochastic realization","type":"string"},"datatype":"string"},"type":"statement","id":"Q1805974$F1D6E143-49CE-482C-B0F3-46D846EFDA3D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"801e485e4c949bb735d182d6d92d7b08f0e325ad","datavalue":{"value":"exogenous inputs","type":"string"},"datatype":"string"},"type":"statement","id":"Q1805974$D84AB7DF-A80E-4BBA-B471-B476A20C20C4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"6af2c65675a4e661f6aa8179bd261c705944c176","datavalue":{"value":"canonical correlation analysis","type":"string"},"datatype":"string"},"type":"statement","id":"Q1805974$B65C348C-2099-4E95-AC2D-09F06255260F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"b07b134a384965a1b64d9a1dc86a4f61bb061f33","datavalue":{"value":"oblique projection","type":"string"},"datatype":"string"},"type":"statement","id":"Q1805974$A0DE5442-292B-404E-AD66-B0D5EFE514DA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"6ea7480ab87a1b7274c91bf05374d112c46c2b76","datavalue":{"value":"subspace identification","type":"string"},"datatype":"string"},"type":"statement","id":"Q1805974$4EF9B310-C619-4844-99BB-CA4583F20CD8","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1805974$45FAC4B0-6476-4EB8-8765-142521AB92E4","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"21c825cceae59e17240bf4862001abe1c6d5b2a9","datavalue":{"value":"https://doi.org/10.1016/s0005-1098(99)00072-2","type":"string"},"datatype":"url"},"type":"statement","id":"Q1805974$CA7F51A7-F7FE-41CD-9243-863B5F42568F","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"25ba75ef115b8772a65cbaf73a45d5b37b326bf4","datavalue":{"value":"W1996344676","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1805974$BDEA5C12-8120-46F2-8E0F-B64F78B57C9F","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"c17f11a45a6127eb66f6e1e30adc9dc299a92fa5","datavalue":{"value":{"entity-type":"item","numeric-id":671459,"id":"Q671459"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"dc4e0c5cbe2a843ef4dc0258f7d5b99d6b60b3cf","datavalue":{"value":{"amount":"+0.96988016","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1805974$C561F99C-B0D8-44B5-99B2-292C4BEB2E04","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"f2e6a1c50c4e03dc007ce0dddfadab224e9417da","datavalue":{"value":{"entity-type":"item","numeric-id":4217906,"id":"Q4217906"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"3337a131e57310812fbb83ebf67db97dbc8e5a35","datavalue":{"value":{"amount":"+0.92700607","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1805974$E81D5320-DB0E-4A87-82B7-09048C91B031","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"717474e92fab436c42dd048fb2947a3adb66c9cb","datavalue":{"value":{"entity-type":"item","numeric-id":5953541,"id":"Q5953541"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"3690a71c11dca55314940f2b00696b536d924bb5","datavalue":{"value":{"amount":"+0.9112946","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1805974$5FF4D38F-2CCD-4B28-88B4-28DD22EEBA2D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"dd9ba41c681486b32a9df7a5b65f489b934a9789","datavalue":{"value":{"entity-type":"item","numeric-id":4895579,"id":"Q4895579"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"64d60913375953db9eda035704b866298aaa5f49","datavalue":{"value":{"amount":"+0.8990943","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1805974$3A7C7D45-0D4E-4315-9156-3BFFF77C1D0D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"bc70426dd8dcebc227632e65de5418838087bee7","datavalue":{"value":{"entity-type":"item","numeric-id":4567715,"id":"Q4567715"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"ea6d83d6a2ad6d00ae9c5ab25c6f5f98d2b84f8a","datavalue":{"value":{"amount":"+0.8967545","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1805974$BD5C1A56-EED7-403F-BAF0-8FE247CE837C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"79df7b350e590e2966001eb186444954bc5373bd","datavalue":{"value":{"entity-type":"item","numeric-id":1175870,"id":"Q1175870"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"db26e24c9ebf7b3479cb28fd32003fdfada6634e","datavalue":{"value":{"amount":"+0.88588655","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1805974$9BD58DAA-724D-4724-B7BC-8E3B777BDB82","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"96ae87ae8ed6ac99aeb362034d7de9eef520afdd","datavalue":{"value":{"entity-type":"item","numeric-id":1802514,"id":"Q1802514"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"3c664f5de75845bceaa9c09798f0f91fce7f2833","datavalue":{"value":{"amount":"+0.8812772","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1805974$045331A0-F091-434B-9563-2FC540C1088C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"a6eceae3dfea5b2cce94514cc7b915f03e06b300","datavalue":{"value":{"entity-type":"item","numeric-id":3823024,"id":"Q3823024"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"c84704feaf9b0174ae33a78fe9457ec802c63f0b","datavalue":{"value":{"amount":"+0.8790789","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1805974$1211DD58-FA94-48C1-964E-D22ECC1D159D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"f907da546e54d18c5a2c7af4a8a9988b00a70edb","datavalue":{"value":{"entity-type":"item","numeric-id":4863656,"id":"Q4863656"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"58275837502ebbf727b6edd3fb9d661604efdd2e","datavalue":{"value":{"amount":"+0.87878585","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1805974$15D7EC00-96CB-484E-85BF-336ED317D219","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"18cad36236a5dd226390f4f05c809e17be127dff","datavalue":{"value":{"entity-type":"item","numeric-id":5171589,"id":"Q5171589"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"1d9e22473c423e93eefa410607822d53f48a0421","datavalue":{"value":{"amount":"+0.8781763","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1805974$C0F8DF4B-4330-474A-868C-5A599223CF8A","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Realization of stochastic systems with exogenous inputs and subspace identification methods","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Realization_of_stochastic_systems_with_exogenous_inputs_and_subspace_identification_methods"}}}}}