Stochastic theory of minimal realization

From MaRDI portal
Revision as of 03:32, 6 February 2024 by Import240129110113 (talk | contribs) (Created automatically from import240129110113)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Publication:4044424

DOI10.1109/TAC.1974.1100707zbMath0292.93013WikidataQ90655397 ScholiaQ90655397MaRDI QIDQ4044424

Hirotugu Akaike

Publication date: 1974

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)




Related Items (46)

Vector autoregressive moving average identification for macroeconomic modeling: a new methodologySubspace-based algorithms for structural identification, damage detection, and sensor data fusionStatistical Tests and Estimators of the Rank of a Matrix and Their Applications in Econometric ModellingDetectability conditions for output-only subspace identificationConsistency and relative efficiency of subspace methodsCurrent developments in time series modellingORDERS AND INITIAL VALUES OF NON-STATIONARY MULTIVARIATE ARMA MODELSA stochastic realization algorithm via block LQ decomposition in Hilbert spaceEstimation of multivariate signal by output autocovariance data in linear discrete-time systemsIdentification of factor models by behavioural and subspace methodsEstimation and forecasting in vector autoregressive moving average models for rich datasetsUnnamed ItemOn the identification of ARMA echelon-form modelsAnalytical uses of Kalman filtering in econometrics — A surveyForward and backward Markovian state space models of second order processOn line structure selection for multivariable state-space modelsBilinear state space realization for polynomial stochastic systemsSystem-theoretical approach to model reduction and system-order determinationMinimum phase properties of finite-interval stochastic realizationSystem identification methods for (operational) modal analysis: review and comparisonExact modelling and identifiability of linear systemsSubspace identification – a Markov parameter approachCharacterizing innovations realizations for random processesAn omnibus test to detect time-heterogeneity in time seriesMinimal realization of linear systemsThe rank of a sequence as an indicator of chaos in discrete nonlinear dynamical systemsA method for approximate representation of vector-valued time series and its relation to two alternativesOn two selected topics connected with stochastic systems theoryA method of constructing minimal approximate realizations of linear input-output behaviorState-space model identification with data correlationModel specification and selection for multivariate time seriesIdentification of noncontrollable systems from impulse response measurementsMULTIVARIATE AR SYSTEMS AND MIXED FREQUENCY DATA: G-IDENTIFIABILITY AND ESTIMATIONA novel scheme for multivariate statistical fault detection with application to the Tennessee Eastman processRisk-sensitivity conditions for stochastic uncertain model validationGeneralized Yule-Walker equations and testing the orders of multivariate time seriesFIML estimation of dynamic econometric systems from inconsistent dataCanonical correlations of past inputs and future outputs for linear stochastic systemsON THE IDENTIFICATION AND ESTIMATION OF NONSTATIONARY AND COINTEGRATED ARMAX SYSTEMSIdentification of discrete-time state affine state space models using cumulantsA utilization of properties of the discrete-time Riccati equation in stochastic realization theoryInput-output parametric models for non-linear systems Part I: deterministic non-linear systemsA realization approach to stochastic model reductionBilinear Markovian representation and bilinear modelsCepstral identification of autoregressive systemsSTATE-DEPENDENT MODELS: A GENERAL APPROACH TO NON-LINEAR TIME SERIES ANALYSIS







This page was built for publication: Stochastic theory of minimal realization