The relation of the CCA subspace method to a balanced reduction of an autoregressive model. (Q1421323)

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The relation of the CCA subspace method to a balanced reduction of an autoregressive model.
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    The relation of the CCA subspace method to a balanced reduction of an autoregressive model. (English)
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    26 January 2004
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    Autoregressive-modeling
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    Maximum entropy covariance extension
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    Stochastically balanced form
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    Canonical correlation analysis
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    Asymptotic analysis
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