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Statistical optimality and canonical variate analysis system identification

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Publication:671458
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DOI10.1016/0165-1684(96)00049-7zbMath0875.93564OpenAlexW2082007341WikidataQ127186946 ScholiaQ127186946MaRDI QIDQ671458

Wallace E. Larimore

Publication date: 27 February 1997

Published in: Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1684(96)00049-7


zbMATH Keywords

Akaike information criterionSystem identificationIdentification accuracyKullback informationMultivariable systemsState order estimationState order reduction


Mathematics Subject Classification ID

Identification in stochastic control theory (93E12)


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