Canonical correlation analysis, approximate covariance extension, and identification of stationary time series (Q1917129): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
ReferenceBot (talk | contribs)
Changed an Item
 
(2 intermediate revisions by 2 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/0005-1098(96)80649-2 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2094507477 / rank
 
Normal rank
Property / cites work
 
Property / cites work: ANALYTIC PROPERTIES OF SCHMIDT PAIRS FOR A HANKEL OPERATOR AND THE GENERALIZED SCHUR-TAKAGI PROBLEM / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3255781 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Markovian Representation of Stochastic Processes by Canonical Variables / rank
 
Normal rank
Property / cites work
 
Property / cites work: Geometry of the Kimura-Georgiou parametrization of modelling filters / rank
 
Normal rank
Property / cites work
 
Property / cites work: A complete parameterization of all positive rational extensions of a covariance sequence / rank
 
Normal rank
Property / cites work
 
Property / cites work: Predictability and unpredictability in Kalman filtering / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the Nonlinear Ddynamics of Fast Filtering Algorithms / rank
 
Normal rank
Property / cites work
 
Property / cites work: A transformation approach to stochastic model reduction / rank
 
Normal rank
Property / cites work
 
Property / cites work: A realization approach to stochastic model reduction / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5611350 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3859622 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5569963 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3254327 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Realization of power spectra from partial covariance sequences / rank
 
Normal rank
Property / cites work
 
Property / cites work: All optimal Hankel-norm approximations of linear multivariable systems and their<i>L</i>,<sup>∞</sup>-error bounds† / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the partial realization problem / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5612941 / rank
 
Normal rank
Property / cites work
 
Property / cites work: RELATIONS BETWEEN TWO SETS OF VARIATES / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic balancing and approximation-stability and minimality / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3944429 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5638871 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3859649 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3740866 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Realization Theory for Multivariate Stationary Gaussian Processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4312571 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The stabilizing solution of the discrete algebraic riccati equation / rank
 
Normal rank
Property / cites work
 
Property / cites work: The time-invariant linear-quadratic optimal control problem / rank
 
Normal rank
Property / cites work
 
Property / cites work: Balanced Parametrization of Classes of Linear Systems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Subspace algorithms for the stochastic identification problem / rank
 
Normal rank
Property / cites work
 
Property / cites work: 4SID: Subspace algorithms for the identification of combined deterministic-stochastic systems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Model reduction via balanced state space representations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Acausal models and balanced realizations of stationary processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: A solution to the positivity problem in the state-space approach to modeling vector-valued time series / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the fitting of multivariate autoregressions, and the approximate canonical factorization of a spectral density matrix / rank
 
Normal rank
Property / cites work
 
Property / cites work: Approximate linear realizations of given dimension via Ho's algorithm / rank
 
Normal rank

Latest revision as of 12:06, 24 May 2024

scientific article
Language Label Description Also known as
English
Canonical correlation analysis, approximate covariance extension, and identification of stationary time series
scientific article

    Statements

    Canonical correlation analysis, approximate covariance extension, and identification of stationary time series (English)
    0 references
    0 references
    0 references
    0 references
    25 February 1997
    0 references
    subspace methods
    0 references
    state space identification
    0 references
    canonical correlation analysis
    0 references
    rational covariance extension problem
    0 references
    stochastic realization theory
    0 references
    stochastic balancing
    0 references
    stochastic model reduction
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references