Markovian Representation of Stochastic Processes by Canonical Variables
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(47)- Estimating ARMAX systems for multivariate time series using the state approach to subspace algorithms
- Lumpability and observability of linear systems
- Balanced stochastic realizations
- Generalized least squares innovation representation
- On the internal structure of minimal stochastic realizations
- All-pass matrices, the positive real lemma, and unit canonical correlations between future and past
- Multivariate time series analysis with state space models
- Forecasting international growth rates with leading indicators: A system- theoretic approach
- On two selected topics connected with stochastic systems theory
- Model reduction by phase matching
- Experimental evidence showing that stochastic subspace identification methods may fail
- Improved estimates of the parameters of state space time series models
- Silverman algorithm and the structure of discrete-time stochastic systems
- Subspace algorithms for the stochastic identification problem
- Hankel-norm approximation of a rational function using stochastic realizations
- A unifying theorem for three subspace system identification algorithms
- Consistency and relative efficiency of subspace methods
- Canonical correlation analysis, approximate covariance extension, and identification of stationary time series
- Subspace-based fault detection algorithms for vibration monitoring
- Minimum phase properties of finite-interval stochastic realization
- State-space approach to approximation by phase matching
- IDENTIFYING MULTIVARIATE TIME SERIES MODELS
- ORDERS AND INITIAL VALUES OF NON-STATIONARY MULTIVARIATE ARMA MODELS
- Contraction of information in systems far from equilibrium
- On the run length of a state-space control chart for multivariate autocorrelated data
- Spectral factor reduction by phase matching: the continuous-time single-input single-output case†
- Explicit strict sense state-space realizations of non-stationary processes†
- On approximate recursive prediction of stationary stochastic processes
- State-space formulae for the factorization of all-pass matrix functions
- DIFFERENT REPRESENTATIONS FOR BILINEAR MODELS
- A NOTE ON NON-STATIONARITY AND CANONICAL ANALYSIS OF MULTIPLE TIME SERIES MODELS
- scientific article; zbMATH DE number 3688432 (Why is no real title available?)
- On minimal splitting subspaces and markovian representations
- COMPUTATION OF CANONICAL CORRELATION BETWEEN PAST AND FUTURE OF A TIME SERIES
- Markovian representation of a bilinear time series model and maximum likelihood estimation of the parameters
- System identification methods for (operational) modal analysis: review and comparison
- A method for approximate representation of vector-valued time series and its relation to two alternatives
- Computationally efficient steady-state multiscale estimation for 1-D diffusion processes
- Multi-stimulus multi-response posturography
- Optimal angle reduction -- a behavioral approach to linear system approximation
- Towards identification of shocks in linear state-space models: application to stochastic volatility model
- Subspace identification by data orthogonalization and model decoupling
- Estimation of structure by minimum description length
- Canonical correlations of past inputs and future outputs for linear stochastic systems
- Dynamic modeling of internet traffic for intrusion detection
- Subspace-based algorithms for structural identification, damage detection, and sensor data fusion
- A stochastic realization algorithm via block LQ decomposition in Hilbert space
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