Decomposition of the multi-dimensional time series identification problem

DOI10.1134/S000511790805010XzbMATH Open1156.93403OpenAlexW2049910873MaRDI QIDQ1002964FDOQ1002964

Authors: V. V. Klimchenko 

Publication date: 26 February 2009

Published in: Automation and Remote Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s000511790805010x

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zbMATH Keywords

identificationdecompositionmathematical model of shaping filtermultidimensional time series

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)

Cites Work

• Algorithm 808
• Title not available (Why is that?)
• Accuracy and Stability of Numerical Algorithms
• Title not available (Why is that?)
• Title not available (Why is that?)
• Time series. Data analysis and theory.
• Title not available (Why is that?)
• Estimation of parameters and eigenmodes of multivariate autoregressive models

Cited In (3)

• Independent block identification in multivariate time series
• Unique decomposition of low-order time series
• Title not available (Why is that?)

Uses Software

• ARfit
• mctoolbox

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