scientific article

zbMath0655.93070MaRDI QIDQ3803010

Michel Gevers, Vincent Wertz

Publication date: 1987

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

zbMATH Keywords

vector time seriesestimation of the structure indicespseudo canonical formsvector ARMAX

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) Canonical structure (93B10) Identification in stochastic control theory (93E12)

Related Items (5)

Frequency domain conditions for parameter convergence in multivariable recursive identification ⋮ Properties of the parametrization of monic ARMA systems ⋮ Exact modelling and identifiability of linear systems ⋮ System identifiability from finite time series ⋮ Model sets and parametrizations for identification of multivariable equation error models

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