The determination of optimum structures for the state space representation of multivariate stochastic processes
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Publication:4739768
DOI10.1109/TAC.1982.1103101zbMath0503.93066MaRDI QIDQ4739768
Michel Gevers, E. J. Hannan, Vincent Wertz
Publication date: 1982
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
Estimation in multivariate analysis (62H12) Stationary stochastic processes (60G10) Multivariable systems, multidimensional control systems (93C35) Estimation and detection in stochastic control theory (93E10) Canonical structure (93B10) Identification in stochastic control theory (93E12) Measures of information, entropy (94A17)
Related Items (7)
Parameter and structure identification of linear multivariable systems ⋮ Model-structure selection by cross-validation ⋮ Structural identification of linear multivariable systems using overlapping forms: a new parametrization ⋮ Uniquely identifiable state-space and ARMA parametrizations for multivariable linear systems ⋮ Estimation of structure by minimum description length ⋮ Input-output parametric models for non-linear systems Part I: deterministic non-linear systems ⋮ Input-output parametric models for non-linear systems Part II: stochastic non-linear systems
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