scientific article; zbMATH DE number 193291
From MaRDI portal
Publication:4040130
parameter estimationpredictionsmoothingrecursive estimationsystem identificationfeedbackfilteringsystem modellingstochastic realizationadaptive control algorithmsself-tuningcomplete and partial informationlinear stochastic systems in discrete timeminimum- variance control
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20) Economic time series analysis (91B84) Filtering in stochastic control theory (93E11) Linear systems in control theory (93C05) Adaptive control/observation systems (93C40) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12) Optimal stochastic control (93E20) Realizations from input-output data (93B15) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to systems and control theory (93-01)
Recommendations
Cited in
(79)- Modelling of uncertain systems via linear programming
- An algebraic framework for linear identification
- System identifiability from finite time series
- Infinite Horizon Average Cost Dynamic Programming Subject to Total Variation Distance Ambiguity
- scientific article; zbMATH DE number 4068688 (Why is no real title available?)
- Cointegrated continuous-time linear state-space and MCARMA models
- On stochastic linear systems with zonotopic support sets
- Extending the State-Space Model to Accommodate Missing Values in Responses and Covariates
- Multivariate CARMA processes, continuous-time state space models and complete regularity of the innovations of the sampled processes
- Convergence of Discount Time Series Dynamic Linear Models
- Statistical Methods for Regular Monitoring Data
- On robustified adaptive minimum-variance controller
- Explicit construction of the minimum error variance estimator for stochastic LTI-ss systems
- Subspace model identification Part 1. The output-error state-space model identification class of algorithms
- Identification of low rank vector processes
- scientific article; zbMATH DE number 3860113 (Why is no real title available?)
- Spectral Factorization of Rank-Deficient Rational Densities
- A new state-space methodology to disaggregate multivariate time series
- On identifiability and information-regularity in parametrized normal distributions
- Stochastic bipartite consensus with measurement noises and antagonistic information
- Modelling of river discharges and rainfall using radial basis function networks based on support vector regression
- On the multivariable approximate stochastic realization problem
- Ergodic control-coding capacity of stochastic control systems: information signalling and hierarchical optimality of Gaussian systems
- A unified model of qualitative belief change: a dynamical systems perspective
- On the consistent filtering of convergent semimartingales
- Ergodic theory for controlled Markov chains with stationary inputs
- Model specification and selection for multivariate time series
- Matrix algebraic properties of the Fisher information matrix of stationary processes
- Outlier robust stochastic approximation algorithm for identification of MIMO Hammerstein models
- Analyzing reciprocal relationships by means of the continuous‐time autoregressive latent trajectory model
- Optimal disturbance compensation for constrained linear systems operating in stationary conditions: a scenario-based approach
- Dynamic programming subject to total variation distance ambiguity
- State estimation for a class of singular systems
- Realization Theory for Discrete-Time Semi-algebraic Hybrid Systems
- A new reduced-order adaptive filter for state estimation in high-dimensional systems
- Tensor Sylvester matrices and the Fisher information matrix of VARMAX processes
- Bayesian system identification via Markov chain Monte Carlo techniques
- Rationally inattentive control of Markov processes
- Transient analysis of vestibular nystagmus
- SEM modeling with singular moment matrices. I: ML-estimation of time series
- Stochastic $\varepsilon$-Optimal Linear Quadratic Adaptation: An Alternating Controls Policy
- State estimation of stochastic singular linear systems: convergence and stability
- General lemmas for stability analysis of linear continuous-time systems with slowly time-varying parameters
- scientific article; zbMATH DE number 6968012 (Why is no real title available?)
- Extended LQG self-tuning controller in a mixed background
- SEM modeling with singular moment matrices. III: GLS estimation
- A general Hankel-norm approximation scheme for linear recursive filtering
- A Liapounov bound for solutions of the Poisson equation
- Optimal Control and Signaling Strategies of Control-Coding Capacity of General Decision Models: Applications to Gaussian Models and Decentralized Strategies
- The non-symmetric discrete algebraic Riccati equation and canonical factorization of rational matrix functions on the unit circle
- Optimal estimation via nonanticipative rate distortion function and applications to time-varying Gauss-Markov processes
- Kalman filtering with unknown inputs via optimal state estimation of singular systems
- scientific article; zbMATH DE number 440443 (Why is no real title available?)
- Frequency domain subspace-based identification of discrete-time power spectra from nonuniformly spaced measurements
- Solving continuous time Leech problems for rational operator functions
- Model structures and structural identifiability: what? why? how?
- Worst-case input-output identification
- Explicit and asymptotic formulas for \(LDM^ t\) factorization of banded Toeplitz matrices
- Computing the exact Fisher information matrix of periodic state-space models
- The exact Gaussian likelihood estimation of time-dependent VARMA models
- A ``geometric view of the dynamics of trajectories of computer programs
- On the equivalence of the measures induced by banach valued gaussian autoregressive processes
- Robustness to incorrect priors and controlled filter stability in partially observed stochastic control
- Stationary discrete-time covariance factorization using Newton-Raphson iteration
- A relative weighting method for estimating parameters and variances in multiple data sets
- Dynamic feature space modelling, filtering and self-tuning control of stochastic systems. A systems approach with economic and social applications
- Estimation in discrete parameter models
- An algorithm for the exact Fisher information matrix of vector ARMAX time series
- Minimum variance prediction for linear time-varying systems
- Equalizer principle of ℋ∞-optimal control and its application to super-optimization
- scientific article; zbMATH DE number 4160608 (Why is no real title available?)
- Linear optimal prediction and innovations representations of hidden Markov models.
- Minimum-variance control of linear time-varying systems
- A two-stage information criterion for stochastic systems revisited
- Bootstrapping periodic state-space models
- A criterion for uniqueness of a critical point in \(H_ 2\) rational approximation
- CONTINUOUS-TIME DYNAMICAL SYSTEMS WITH SAMPLED DATA, ERRORS OF MEASUREMENT AND UNOBSERVED COMPONENTS
- Selection of weak VARMA models by modified Akaike's information criteria
- On the hyperstability of a class of hybrid systems
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4040130)
