Global total least squares modeling of multivariable time series
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Publication:4763762
DOI10.1109/9.362900zbMath0819.93008OpenAlexW2096442085MaRDI QIDQ4763762
Berend Roorda, Christiaan Heij
Publication date: 27 August 1995
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1109/9.362900
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) System identification (93B30) Minimal systems representations (93B20) Realizations from input-output data (93B15)
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