Some numerical aspects of multivariable systems identification

DOI10.1007/BFb0120974zbMath0485.93072OpenAlexW175623899MaRDI QIDQ3946054

Giorgio Picci

Publication date: 1982

Published in: Algorithms and Theory in Filtering and Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bfb0120974

zbMATH Keywords

parametrizationmodel structure selectionmultivariate time seriesselection algorithms

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Estimation and detection in stochastic control theory (93E10) Canonical structure (93B10) Identification in stochastic control theory (93E12)

Related Items (5)

Model-structure selection by cross-validation ⋮ On the use of minimal parametrisations in multivariable ARMAX identification ⋮ A general Hankel-norm approximation scheme for linear recursive filtering ⋮ State-space approximation of multi-input multi-output systems with stochastic exogenous inputs ⋮ Uniquely identifiable state-space and ARMA parametrizations for multivariable linear systems

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