A method for approximate representation of vector-valued time series and its relation to two alternatives (Q583795)
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scientific article; zbMATH DE number 4133356
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| English | A method for approximate representation of vector-valued time series and its relation to two alternatives |
scientific article; zbMATH DE number 4133356 |
Statements
A method for approximate representation of vector-valued time series and its relation to two alternatives (English)
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1989
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Hankel norm approximations
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order choice
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Akaike model
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zero-mean weakly stationary vector stochastic process
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weak stochastic realization problem
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state-space representation of vector-valued time series
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Markovian model construction
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normalizations
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optimality criteria
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finite-dimensional state vector information
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stable innovation models
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numerical example
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0.7619125843048096
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0.754027783870697
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