A predictive demand model for systems planning, using noisy realization theory

DOI10.1016/0005-1098(88)90114-8zbMATH Open0655.93072DBLPjournals/automatica/KherS88OpenAlexW1994576052WikidataQ58393631 ScholiaQ58393631MaRDI QIDQ1109747FDOQ1109747

Authors: Lov Kumar Kher, Soroosh Sorooshian 

Publication date: 1988

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0005-1098(88)90114-8

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zbMATH Keywords

algorithmIdentificationdemand modelmultiple input-single output dynamic noise-in-variable modelprediction schemesystems planning

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84) Stochastic programming (90C15) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)

Cites Work

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• Identification of stochastic linear systems in presence of input noise
• Identification of multivariable errors in variable models with dynamics
• Consistent Sets of Estimates for Regressions with Errors in All Variables
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• Operations Research and Capacity Expansion Problems: A Survey
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• IDENTIFIABILITY IN DYNAMIC ERRORS-IN-VARIABLES MODELS
• Extending the Classical Normal Errors-in-Variables Model
• On the uniqueness of prediction error models for systems with noisy input-output data
• Linear dynamic errors-in-variables models. Some structure theory
• Title not available (Why is that?)

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