A canonical correlations approach to multiscale stochastic realization

DOI10.1109/9.956048zbMath1003.93008OpenAlexW2096243608MaRDI QIDQ4540209

William W. Irving, Alan S. Willsky

Publication date: 21 July 2002

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/9.956048

zbMATH Keywords

realization theorymultiscale stochastic processesdecorrelation problem

Mathematics Subject Classification ID

Stochastic systems in control theory (general) (93E03) Realizations from input-output data (93B15)

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