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Approximation problems with the divergence criterion for Gaussian variables and Gaussian processes - MaRDI portal

Approximation problems with the divergence criterion for Gaussian variables and Gaussian processes (Q1274578)

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scientific article; zbMATH DE number 1238490
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English
Approximation problems with the divergence criterion for Gaussian variables and Gaussian processes
scientific article; zbMATH DE number 1238490

    Statements

    Approximation problems with the divergence criterion for Gaussian variables and Gaussian processes (English)
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    12 January 1999
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    system identification
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    Gaussian processes
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    divergence criterion
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    canonical variable form
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    subspace identification algorithm
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