System Identification by Dynamic Factor Models

DOI10.1137/S0363012995282127zbMath0892.93020MaRDI QIDQ4377419

Wolfgang Scherrer, Manfred Deistler, Christiaan Heij

Publication date: 9 February 1998

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

zbMATH Keywords

identificationleast squares methoddynamic factor modelsmise uncertainty

Mathematics Subject Classification ID

System identification (93B30) Identification in stochastic control theory (93E12) System structure simplification (93B11) Stochastic systems in control theory (general) (93E03)

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