Identification of factor models by behavioural and subspace methods

DOI10.1016/S0167-6911(97)00088-1MaRDI QIDQ1128450zbMATH OpenFDO

Authors Wolfgang Scherrer, Christiaan Heij

Publication date 13 August 1998

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

zbMATH Keywords

factor modelsprincipal componentsleast squaressystem identificationbehaviourlinear systemmodel reduction

Mathematics Subject Classification ID

System identification (93B30) Algebraic methods (93B25)

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Cites work

• scientific article; zbMATH DE number 3502569 (Why is no real title available?)
• scientific article; zbMATH DE number 3605818 (Why is no real title available?)
• scientific article; zbMATH DE number 3997615 (Why is no real title available?)
• scientific article; zbMATH DE number 4120082 (Why is no real title available?)
• scientific article; zbMATH DE number 4120099 (Why is no real title available?)
• A behavioral approach to linear exact modeling
• A new approach to modeling for control
• Algorithms for global total least squares modelling of finite multivariable time series
• Consistency of system identification by global total least squares
• Deterministic identification of dynamical systems
• Discussion: `On the use of minimal parametrisations in multivariable ARMAX identification' by R. P. Guidorzi
• Dynamic Factor-Analysis Models for Stationary Processes
• From time series to linear system, II. Exact modelling
• From time series to linear system, III: Approximate modelling
• From time series to linear system. I: Finite dimensional linear time invariant systems
• Global total least squares modeling of multivariable time series
• Optimal Hankel-norm identification of dynamical systems
• Paradigms and puzzles in the theory of dynamical systems
• Stochastic theory of minimal realization
• Subspace algorithms for the stochastic identification problem
• System Identification by Dynamic Factor Models

Cited in

(3)

• Factor and Idiosyncratic Empirical Processes
• Identification theory for high dimensional static and dynamic factor models
• On continuity and consistency of \(\ell_{\infty}\) optimal models

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