Stochastic theory of minimal realization
From MaRDI portal
Publication:4044424
DOI10.1109/TAC.1974.1100707zbMath0292.93013WikidataQ90655397 ScholiaQ90655397MaRDI QIDQ4044424
Publication date: 1974
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
Inference from stochastic processes and prediction (62M20) Estimation and detection in stochastic control theory (93E10)
Related Items (46)
Vector autoregressive moving average identification for macroeconomic modeling: a new methodology ⋮ Subspace-based algorithms for structural identification, damage detection, and sensor data fusion ⋮ Statistical Tests and Estimators of the Rank of a Matrix and Their Applications in Econometric Modelling ⋮ Detectability conditions for output-only subspace identification ⋮ Consistency and relative efficiency of subspace methods ⋮ Current developments in time series modelling ⋮ ORDERS AND INITIAL VALUES OF NON-STATIONARY MULTIVARIATE ARMA MODELS ⋮ A stochastic realization algorithm via block LQ decomposition in Hilbert space ⋮ Estimation of multivariate signal by output autocovariance data in linear discrete-time systems ⋮ Identification of factor models by behavioural and subspace methods ⋮ Estimation and forecasting in vector autoregressive moving average models for rich datasets ⋮ Unnamed Item ⋮ On the identification of ARMA echelon-form models ⋮ Analytical uses of Kalman filtering in econometrics — A survey ⋮ Forward and backward Markovian state space models of second order process ⋮ On line structure selection for multivariable state-space models ⋮ Bilinear state space realization for polynomial stochastic systems ⋮ System-theoretical approach to model reduction and system-order determination ⋮ Minimum phase properties of finite-interval stochastic realization ⋮ System identification methods for (operational) modal analysis: review and comparison ⋮ Exact modelling and identifiability of linear systems ⋮ Subspace identification – a Markov parameter approach ⋮ Characterizing innovations realizations for random processes ⋮ An omnibus test to detect time-heterogeneity in time series ⋮ Minimal realization of linear systems ⋮ The rank of a sequence as an indicator of chaos in discrete nonlinear dynamical systems ⋮ A method for approximate representation of vector-valued time series and its relation to two alternatives ⋮ On two selected topics connected with stochastic systems theory ⋮ A method of constructing minimal approximate realizations of linear input-output behavior ⋮ State-space model identification with data correlation ⋮ Model specification and selection for multivariate time series ⋮ Identification of noncontrollable systems from impulse response measurements ⋮ MULTIVARIATE AR SYSTEMS AND MIXED FREQUENCY DATA: G-IDENTIFIABILITY AND ESTIMATION ⋮ A novel scheme for multivariate statistical fault detection with application to the Tennessee Eastman process ⋮ Risk-sensitivity conditions for stochastic uncertain model validation ⋮ Generalized Yule-Walker equations and testing the orders of multivariate time series ⋮ FIML estimation of dynamic econometric systems from inconsistent data ⋮ Canonical correlations of past inputs and future outputs for linear stochastic systems ⋮ ON THE IDENTIFICATION AND ESTIMATION OF NONSTATIONARY AND COINTEGRATED ARMAX SYSTEMS ⋮ Identification of discrete-time state affine state space models using cumulants ⋮ A utilization of properties of the discrete-time Riccati equation in stochastic realization theory ⋮ Input-output parametric models for non-linear systems Part I: deterministic non-linear systems ⋮ A realization approach to stochastic model reduction ⋮ Bilinear Markovian representation and bilinear models ⋮ Cepstral identification of autoregressive systems ⋮ STATE-DEPENDENT MODELS: A GENERAL APPROACH TO NON-LINEAR TIME SERIES ANALYSIS
This page was built for publication: Stochastic theory of minimal realization