ESTIMATING LINEAR DYNAMICAL SYSTEMS USING SUBSPACE METHODS (Q5697631): Difference between revisions

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+An optimal autoregressive spectral estimate
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+State space modeling of multiple time series
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+Statistical analysis of novel subspace identification methods
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+The asymptotic variance of subspace estimates.
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+Testing the rank of the Hankel covariance matrix: a statistical approach
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+Estimating cointegrated systems using subspace algorithms
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+Some facts about the choice of the weighting matrices in Larimore type of subspace algorithms
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+Analysis of the asymptotic properties of the MOESP type of subspace algorithms
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+Consistency and asymptotic normality of some subspace algorithms for systems without observed inputs
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+Prediction of multivariate time series by autoregressive model fitting
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+On consistency of subspace methods for system identification
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+The Fitting of Time-Series Models
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+Consistency and relative efficiency of subspace methods
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+The relation of the CCA subspace method to a balanced reduction of an autoregressive model.
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+Order estimation for subspace methods
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+Approximate linear realizations of given dimension via Ho's algorithm
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+Identification of the deterministic part of MIMO state space models given in innovations form from input-output data
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+SID: Subspace algorithms for the identification of combined deterministic-stochastic systems
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+Long memory processes and fractional integration in econometrics
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+Estimating Linear Restrictions on Regression Coefficients for Multivariate Normal Distributions
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+https://doi.org/10.1017/s0266466605050127
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+W1994935527
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+Normal rank