Rational transfer function approximation (with discussion)
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Kalman filterBICAIClinear systemscanonical correlationminimum description lengthforgettingHankel norm approximationKronecker indicesMcMillan degreebalanced realizationorder determinationGivens transformationslattice algorithmsrational transfer functionautoregressive-moving averageapproximation of time seriesgeneral n-dimensional stationary time seriesinfinite, block Hankel matrixLevinson-Whittle recursionn-dimensional ARMA processreal time calculations
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