State-space approximation of multi-input multi-output systems with stochastic exogenous inputs (Q1822879)
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scientific article; zbMATH DE number 4113801
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | State-space approximation of multi-input multi-output systems with stochastic exogenous inputs |
scientific article; zbMATH DE number 4113801 |
Statements
State-space approximation of multi-input multi-output systems with stochastic exogenous inputs (English)
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1989
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Kalman filters
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prediction
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VAR
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approximate balanced state-space models
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steady-state Kalman filters
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prewhitened inputs
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ARMAX
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vector autoregressive models
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infinite distributed lag model
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