A maximum likelihood approach to temporal factor analysis in state-space model

DOI10.1016/J.SIGPRO.2005.12.006zbMath1172.93407OpenAlexW2019073159MaRDI QIDQ1031379

Yiu-ming Cheung

Publication date: 29 October 2009

Published in: Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.sigpro.2005.12.006

zbMATH Keywords

Kalman filterstate-space modelstate identificationtemporal factor analysis

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11)

Related Items (1)

BLIND SIGNAL SEPARATION OF MIXTURES OF CHAOTIC PROCESSES: A COMPARISON BETWEEN INDEPENDENT COMPONENT ANALYSIS AND STATE SPACE MODELING

Uses Software

• AS 154

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