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

DOI10.1016/0005-1098(88)90114-8MaRDI QIDQ1109747zbMATH OpenOpenAlexDBLPWikidataFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 3138903 (Why is no real title available?)
• scientific article; zbMATH DE number 3856267 (Why is no real title available?)
• scientific article; zbMATH DE number 3577126 (Why is no real title available?)
• scientific article; zbMATH DE number 3017040 (Why is no real title available?)
• Consistent Sets of Estimates for Regressions with Errors in All Variables
• Extending the Classical Normal Errors-in-Variables Model
• IDENTIFIABILITY IN DYNAMIC ERRORS-IN-VARIABLES MODELS
• Identification of multivariable errors in variable models with dynamics
• Identification of stochastic linear systems in presence of input noise
• Linear dynamic errors-in-variables models. Some structure theory
• On the uniqueness of prediction error models for systems with noisy input-output data
• Operations Research and Capacity Expansion Problems: A Survey

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