Canonical correlation analysis, approximate covariance extension, and identification of stationary time series (Q1917129): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| 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 | |||
Revision as of 21:36, 19 March 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
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
