From time series to linear system, III: Approximate modelling (Q1093294)
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scientific article; zbMATH DE number 4022429
| Language | Label | Description | Also known as |
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| English | From time series to linear system, III: Approximate modelling |
scientific article; zbMATH DE number 4022429 |
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From time series to linear system, III: Approximate modelling (English)
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1987
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[For part II see the preceding review, Zbl 0628.62088.] This is the third in a series of papers on the problem of finding a linear time invariant complete system which models an observed time series. Here, an algorithm is proposed for the construction of approximate multivariable dynamical models directly on the basis of an observed vector time series.
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linear systems
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modelling
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least squares approximation
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correlation methods
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data reduction
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complexity
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misfit
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linear time invariant complete system
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construction of approximate multivariable dynamical models
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vector time series
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