Modeling of Low Rank Time Series

DOI10.1109/TAC.2023.3321370arXiv2109.11814OpenAlexW4387245279MaRDI QIDQ6199910

Anders Lindquist, Wenqi Cao, Giorgio Picci

Publication date: 29 February 2024

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

Full work available at URL: https://arxiv.org/abs/2109.11814

zbMATH Keywords

stabilitymodelingrobust controlGranger causalitydynamic factor modelsrank-deficient processes

Mathematics Subject Classification ID

Systems theory; control (93-XX)

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