From time series to linear system, II. Exact modelling (Q1093293)
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scientific article; zbMATH DE number 4022428
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| English | From time series to linear system, II. Exact modelling |
scientific article; zbMATH DE number 4022428 |
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From time series to linear system, II. Exact modelling (English)
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1986
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This is the continuation of part I, ibid. 22, 561-580 (1986; Zbl 0604.62090). Here, problems of finding an exact model for a q-dimensional infinite time series and of obtaining a minimal state space realization of the observed time series are considered. Several algorithms for obtaining a most powerful (AR) model are derived.
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linear systems
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data reduction
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most powerful unfalsified model
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exact model
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q-dimensional infinite time series
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minimal state space realization
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algorithms
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0.8372693061828613
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0.8146944046020508
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