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zbMath0535.93038MaRDI QIDQ3320233

Yujiro Inouye

Publication date: 1982

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

zbMATH Keywords

impulse response least squares approximation correlation methods autocorrelation sequences fast recursive algorithm

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Multivariable systems, multidimensional control systems (93C35) Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05) Sampled-data control/observation systems (93C57) Minimal systems representations (93B20) Probabilistic methods, stochastic differential equations (65C99)

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Approximation of multivariable linear systems with impulse response and autocorrelation sequences

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