Identification of factor models by behavioural and subspace methods (Q1128450)

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scientific article; zbMATH DE number 1189798
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English
Identification of factor models by behavioural and subspace methods
scientific article; zbMATH DE number 1189798

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    Identification of factor models by behavioural and subspace methods (English)
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    13 August 1998
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    behaviour
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    linear system
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    system identification
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    least squares
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    factor models
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    principal components
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    model reduction
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