System Identification of High-Dimensional Linear Dynamical Systems With Serially Correlated Output Noise Components

DOI10.1109/TSP.2020.3020397OpenAlexW3081884524MaRDI QIDQ5103115

George Michailidis, Jiahe Lin

Publication date: 23 September 2022

Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tsp.2020.3020397

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Related Items (1)

Extracting a low-dimensional predictable time series

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