Algorithms for global total least squares modelling of finite multivariable time series (Q1892997): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| (One intermediate revision by one other user not shown) | |||
| Property / cites work | |||
| Property / cites work: Q3993534 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q5185900 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Global total least squares modeling of multivariable time series / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: From time series to linear system. I: Finite dimensional linear time invariant systems / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: From time series to linear system, II. Exact modelling / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: From time series to linear system, III: Approximate modelling / rank | |||
Normal rank | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/0005-1098(94)00114-x / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2045131550 / rank | |||
Normal rank | |||
Latest revision as of 08:30, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Algorithms for global total least squares modelling of finite multivariable time series |
scientific article |
Statements
Algorithms for global total least squares modelling of finite multivariable time series (English)
0 references
9 November 1995
0 references
This paper presents several algorithms related to the global total least squares (GTLS) modelling of multivariable time series observed in a finite time interval. Necessary conditions for optimality are described in terms of state space representations. A Gauss-Newton method for the construction of GTLS models is presented. An example illustrates the results.
0 references
identification
0 references
linear systems
0 references
Kalman filters
0 references
global total least squares
0 references
modelling
0 references
time series
0 references
state space
0 references
Gauss-Newton method
0 references
time-invariant
0 references
