From time series to linear system. I: Finite dimensional linear time invariant systems

DOI10.1016/0005-1098(86)90066-XzbMath0604.62090OpenAlexW1994147271MaRDI QIDQ1083165

Publication date: 1986

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0005-1098(86)90066-x

zbMATH Keywords

shift invariant characterization dynamical system topology of pointwise convergence state space models vector time series discrete-time, linear, time- invariant finite-dimensional system matrix polynomial equations

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Axiomatic systems theory (93A05)

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