scientific article; zbMATH DE number 3835881
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Publication:3043013
canonical state-space modelfast filtering algorithmsmultivariable autoregressive moving-average models
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20) Generalized coordinates; event, impulse-energy, configuration, state, or phase space for problems in mechanics (70G10) Canonical structure (93B10) Multivariable systems, multidimensional control systems (93C35) Estimation and detection in stochastic control theory (93E10) Filtering in stochastic control theory (93E11)
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