Decomposition of the multi-dimensional time series identification problem

DOI10.1134/S000511790805010XMaRDI QIDQ1002964zbMATH OpenOpenAlexFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 4135256 (Why is no real title available?)
• scientific article; zbMATH DE number 1090982 (Why is no real title available?)
• scientific article; zbMATH DE number 842531 (Why is no real title available?)
• scientific article; zbMATH DE number 3267825 (Why is no real title available?)
• Accuracy and Stability of Numerical Algorithms
• Algorithm 808
• Estimation of parameters and eigenmodes of multivariate autoregressive models
• Time series. Data analysis and theory.

Cited in

(3)

• scientific article; zbMATH DE number 5485242 (Why is no real title available?)
• Unique decomposition of low-order time series
• Independent block identification in multivariate time series

Describes a project that uses

Uses Software

• ARfit
• mctoolbox

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