scientific article; zbMATH DE number 4120082

zbMATH Open0683.93070MaRDI QIDQ4733792FDOQ4733792

Authors: Jan H. van Schuppen 

Publication date: 1989

Title of this publication is not available (Why is that?)

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zbMATH Keywords

stochastic realization problemGaussian factor modelGaussian factor system

Mathematics Subject Classification ID

Stochastic systems in control theory (general) (93E03) Realizations from input-output data (93B15)

Cited In (27)

• Title not available (Why is that?)
• On the structure of state-space models for discrete-time stochastic vector processes
• Errors-in-variables methods in system identification
• Generalized least squares innovation representation
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• A solution of the nonlinear stochastic realization problem
• Title not available (Why is that?)
• On the multivariable approximate stochastic realization problem
• Title not available (Why is that?)
• Approximation problems with the divergence criterion for Gaussian variables and Gaussian processes
• On hidden Markov chains and finite stochastic systems.
• Identification of factor models by behavioural and subspace methods
• On the partial stochastic realization problem
• Identification of dynamic errors-in-variables models
• Title not available (Why is that?)
• Automated verification and synthesis of stochastic hybrid systems: a survey
• A canonical correlations approach to multiscale stochastic realization
• A Kalman particle filter for online parameter estimation with applications to affine models
• Probabilistic model validation for uncertain nonlinear systems
• On the nonlinear stochastic realization problem
• Risk-sensitivity conditions for stochastic uncertain model validation
• Title not available (Why is that?)
• Title not available (Why is that?)
• Issues of stability and uniqueness of stochastic matrix factorization
• Identification of static errors-in-variables models: The rank reducibility problem
• An upper bound on the number of linear relations identified from noisy data by the Frisch scheme
• Title not available (Why is that?)

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