scientific article

zbMath0556.62088MaRDI QIDQ3219650

R. E. Kalman

Publication date: 1983

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

modellingidentifiabilitystochastic realization theoryestimation of simultaneous equations

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) System identification (93B30) Identification in stochastic control theory (93E12) Large-scale systems (93A15)

Related Items

Identification of scalar errors-in-variables models with dynamics, Consistent identification of stochastic linear systems with noisy input- output data, From time series to linear system, II. Exact modelling, Identification of dynamic errors-in-variables models, The set of observationally equivalent errors-in-variables models, Hidden factor estimation in dynamic generalized factor analysis models, Parametrization of factor analysis models, Exact modelling and identifiability of linear systems, System identifiability from finite time series, The rank of reduced dispersion matrices