Decomposition of the multi-dimensional time series identification problem

DOI10.1134/S000511790805010XzbMath1156.93403OpenAlexW2049910873MaRDI QIDQ1002964

V. V. Klimchenko

Publication date: 26 February 2009

Published in: Automation and Remote Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s000511790805010x

zbMATH Keywords

identificationdecompositionmathematical model of shaping filtermultidimensional time series

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)

Uses Software

• mctoolbox
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Cites Work

• Accuracy and Stability of Numerical Algorithms
• Estimation of parameters and eigenmodes of multivariate autoregressive models
• Algorithm 808
• Time Series
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