The following pages link to Linear Stochastic Systems (Q5498997):
Displaying 38 items.
- Calculating the spectral factorization and outer functions by sampling-based approximations -- fundamental limitations (Q783719) (← links)
- An interpretation of the dual problem of the THREE-like approaches (Q901098) (← links)
- A module theoretic interpretation of multiplicity and rank of a stationary random process (Q998185) (← links)
- Generalized Kalman smoothing: modeling and algorithms (Q1678609) (← links)
- On the robustness of the Bayes and Wiener estimators under model uncertainty (Q1679087) (← links)
- Sensor placement for optimal estimation of vector-valued diffusion processes (Q1729054) (← links)
- Homogenization for a class of generalized Langevin equations with an application to thermophoresis (Q1730999) (← links)
- The harmonic analysis of kernel functions (Q1797097) (← links)
- Line spectrum representation for vector processes with application to frequency estimation (Q2059336) (← links)
- Dimension reduction in recurrent networks by canonicalization (Q2076953) (← links)
- Analytic policy function iteration (Q2123175) (← links)
- Empirical Bayes identification of stationary processes and approximation of Toeplitz spectra (Q2151875) (← links)
- Homogenization for generalized Langevin equations with applications to anomalous diffusion (Q2191063) (← links)
- Autoregressive identification of Kronecker graphical models (Q2207183) (← links)
- Families of solutions of algebraic Riccati equations (Q2327371) (← links)
- Maximum entropy vector kernels for MIMO system identification (Q2409365) (← links)
- Linear parameter-varying subspace identification: a unified framework (Q2662258) (← links)
- \(M^2\)-spectral estimation: a relative entropy approach (Q2663894) (← links)
- Hidden factor estimation in dynamic generalized factor analysis models (Q2681371) (← links)
- Multidimensional rational covariance extension with applications to spectral estimation and image compression (Q2818182) (← links)
- Modeling of Stationary Periodic Time Series by ARMA Representations (Q2957710) (← links)
- On the behavior of large empirical autocovariance matrices between the past and the future (Q3385480) (← links)
- Multidimensional Rational Covariance Extension with Approximate Covariance Matching (Q4608234) (← links)
- Continuous-time Laguerre-based subspace identification utilising nuclear norm minimisation (Q5028027) (← links)
- (Q5214289) (← links)
- A solution to the global identification problem in DSGE models (Q6054393) (← links)
- Explicit construction of the minimum error variance estimator for stochastic LTI-ss systems (Q6110281) (← links)
- Spectral Factorization of Rank-Deficient Rational Densities (Q6150986) (← links)
- A Well-Posed Multidimensional Rational Covariance and Generalized Cepstral Extension Problem (Q6157888) (← links)
- Realization theory of recurrent neural ODEs using polynomial system embeddings (Q6160839) (← links)
- Periodic vector processes with an internal reciprocal dynamics (Q6161362) (← links)
- Identification of low rank vector processes (Q6164044) (← links)
- Machine discovery of partial differential equations from spatiotemporal data: a sparse Bayesian learning framework (Q6553198) (← links)
- Stochastic modeling of stationary scalar Gaussian processes in continuous time from autocorrelation data (Q6587243) (← links)
- Relating the network graphs of state-space representations to Granger causality conditions (Q6612763) (← links)
- Robust and Efficient Parametric Spectral Density Estimation for High-Throughput Data (Q6631044) (← links)
- Stochastic analysis and soliton solutions of the Chaffee-Infante equation in nonlinear optical media (Q6640230) (← links)
- Mixed orthogonality graphs for continuous-time stationary processes (Q6658920) (← links)
