Model reduction via the internally balanced state space representation

DOI10.1080/00949658908811200zbMath0726.62155OpenAlexW2037462003MaRDI QIDQ3350588

Brian B. Young, Leland E. Crabbe

Publication date: 1989

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949658908811200

zbMATH Keywords

identificationstabilityobservabilitycontrollabilitysingular value decompositionmultiple time seriesnumerical conditioning

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items

A state space method for estimating frequencies and dampings

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