Recursive computation of the MPUM

MaRDI QIDQ5436816zbMATH OpenFDO

Authors Jan C. Willems

Publication date 17 January 2008

zbMATH Keywords

linear constant coefficient difference equationssubspace identification ideasvector time series

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) System identification (93B30)

Recommendations

• The discrete multidimensional MPUM
• The most powerful unfalsified model for data with missing values
• Exact linear modeling using Ore algebras
• scientific article; zbMATH DE number 4200073
• Recursive form of the eigensystem realization algorithm for system identification

Cited in

(5)

• Construction of algebraic and difference equations with a prescribed solution space
• The most powerful unfalsified model for data with missing values
• Algebraic methods for the construction of algebraic-difference equations with desired behavior
• The discrete multidimensional MPUM
• Exact linear modeling using Ore algebras

This page was built for publication: Recursive computation of the MPUM

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5436816)