scientific article

Publication date: 1987

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

identification linear systems Cholesky factorization Hankel matrix filtering state space models Kalman filters ARMA vector time series realization singular value decompositions Hankel norm Adamjan-Arov-Krein theory multi- input/output linear systems

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84) System identification (93B30) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Identification in stochastic control theory (93E12)

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