Canonical correlation analysis, approximate covariance extension, and identification of stationary time series (Q1917129)
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scientific article; zbMATH DE number 896679
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Canonical correlation analysis, approximate covariance extension, and identification of stationary time series |
scientific article; zbMATH DE number 896679 |
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Canonical correlation analysis, approximate covariance extension, and identification of stationary time series (English)
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25 February 1997
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subspace methods
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state space identification
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canonical correlation analysis
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rational covariance extension problem
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stochastic realization theory
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stochastic balancing
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stochastic model reduction
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