Approximation problems with the divergence criterion for Gaussian variables and Gaussian processes

DOI10.1016/S0167-6911(98)00053-XMaRDI QIDQ1274578zbMATH OpenOpenAlexWikidataFDO

Authors K. Appert

Publication date 12 January 1999

Published in Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0167-6911(98)00053-x, https://ir.cwi.nl/pub/4793

zbMATH Keywords

canonical variable formdivergence criterionGaussian processessubspace identification algorithmsystem identification

Mathematics Subject Classification ID

Identification in stochastic control theory (93E12)

Recommendations

• scientific article; zbMATH DE number 218695
• On the multivariable approximate stochastic realization problem
• Subspace algorithms for the stochastic identification problem
• Identification and rational L^ 2 approximation: A gradient algorithm

Cites work

• All optimal Hankel-norm approximations of linear multivariable systems and theirL,^∞-error bounds†
• Canonical correlation analysis, approximate covariance extension, and identification of stationary time series
• scientific article; zbMATH DE number 3136275 (Why is no real title available?)
• scientific article; zbMATH DE number 3921764 (Why is no real title available?)
• scientific article; zbMATH DE number 194139 (Why is no real title available?)
• scientific article; zbMATH DE number 3604162 (Why is no real title available?)
• scientific article; zbMATH DE number 1090982 (Why is no real title available?)
• scientific article; zbMATH DE number 4120082 (Why is no real title available?)
• scientific article; zbMATH DE number 3444596 (Why is no real title available?)
• scientific article; zbMATH DE number 926766 (Why is no real title available?)
• scientific article; zbMATH DE number 926772 (Why is no real title available?)
• scientific article; zbMATH DE number 3223314 (Why is no real title available?)
• Subspace algorithms for the stochastic identification problem
• The weak and strong Gaussian probabilistic realization problem

Cited in

(2)

• Parameter identifiability with Kullback-Leibler information divergence criterion
• An extended orthogonal forward regression algorithm for system identification using entropy

This page was built for publication: Approximation problems with the divergence criterion for Gaussian variables and Gaussian processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1274578)