STRUCTURAL, DYNAMIC MODELLING IN UNOBSERVABLE SPACES OF COVARIANCE-STATIONARY STOCHASTIC PROCESSES
DOI10.1111/J.1467-9892.1988.TB00453.XzbMATH Open0691.62100OpenAlexW2023530571WikidataQ115039134 ScholiaQ115039134MaRDI QIDQ3033181FDOQ3033181
Authors: Pieter W. Otter 
Publication date: 1988
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9892.1988.tb00453.x
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Cites Work
- Stochastic processes and filtering theory
- Dynamic programming and stochastic control
- Dynamic system identification. Experiment design and data analysis
- Title not available (Why is that?)
- Notes on economic time series analysis: system theoretic perspectives
- Title not available (Why is that?)
- Dynamic feature space modelling, filtering and self-tuning control of stochastic systems. A systems approach with economic and social applications
Cited In (6)
- Identification of stationary LQ models with unknown control in three-dimensional phase space
- Identifiability conditions for spatio-temporal Bayesian dynamic linear models
- Dynamic structural systems under indirect observation: Identifiability and estimation aspects from a system theoretic perspective
- Stationarity conditions for linear models
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- Estimation of a general linear model with an unobservable stochastic variable
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