State-space approximation of multi-input multi-output systems with stochastic exogenous inputs (Q1822879): Difference between revisions

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Latest revision as of 10:32, 20 June 2024

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State-space approximation of multi-input multi-output systems with stochastic exogenous inputs
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    State-space approximation of multi-input multi-output systems with stochastic exogenous inputs (English)
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    1989
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    Kalman filters
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    prediction
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    VAR
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    approximate balanced state-space models
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    steady-state Kalman filters
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    prewhitened inputs
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    ARMAX
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    vector autoregressive models
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    infinite distributed lag model
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