High-dimensional dynamic systems identification with additional constraints (Q5093707)

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scientific article; zbMATH DE number 7565485
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High-dimensional dynamic systems identification with additional constraints
scientific article; zbMATH DE number 7565485

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    High-dimensional dynamic systems identification with additional constraints (English)
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    1 August 2022
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    system identification
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    low-rank recovery
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    nuclear-norm minimization
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    VARX model
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    high-dimensional statistical inference
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