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Minimum phase properties of finite-interval stochastic realization - MaRDI portal

Minimum phase properties of finite-interval stochastic realization (Q2466904)

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Minimum phase properties of finite-interval stochastic realization
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    Minimum phase properties of finite-interval stochastic realization (English)
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    16 January 2008
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    stochastic realization
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    finite interval
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    subspace identification
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    canonical correlation analysis
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    innovation representation
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    Hilbert space
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    LQ decomposition
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