scientific article; zbMATH DE number 4120082

zbMath0683.93070MaRDI QIDQ4733792

Jan H. van Schuppen

Publication date: 1989

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

zbMATH Keywords

stochastic realization problemGaussian factor modelGaussian factor system

Mathematics Subject Classification ID

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

Related Items (11)

Identification of dynamic errors-in-variables models ⋮ Identification of factor models by behavioural and subspace methods ⋮ On hidden Markov chains and finite stochastic systems. ⋮ Probabilistic model validation for uncertain nonlinear systems ⋮ An upper bound on the number of linear relations identified from noisy data by the Frisch scheme ⋮ Identification of static errors-in-variables models: The rank reducibility problem ⋮ Errors-in-variables methods in system identification ⋮ A Kalman particle filter for online parameter estimation with applications to affine models ⋮ Approximation problems with the divergence criterion for Gaussian variables and Gaussian processes ⋮ Risk-sensitivity conditions for stochastic uncertain model validation ⋮ Automated verification and synthesis of stochastic hybrid systems: a survey

This page was built for publication: