From time series to linear system, III: Approximate modelling (Q1093294): Difference between revisions

[For part II see the preceding review, Zbl 0628.62088.] This is the third in a series of papers on the problem of finding a linear time invariant complete system which models an observed time series. Here, an algorithm is proposed for the construction of approximate multivariable dynamical models directly on the basis of an observed vector time series.