From time series to linear system, II. Exact modelling
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Publication:1093293
DOI10.1016/0005-1098(86)90005-1zbMath0628.62088OpenAlexW2079365071MaRDI QIDQ1093293
Publication date: 1986
Published in: Automatica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0005-1098(86)90005-1
algorithmslinear systemsdata reductionmost powerful unfalsified modelexact modelminimal state space realizationq-dimensional infinite time series
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Identification in stochastic control theory (93E12) Axiomatic systems theory (93A05)
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