Canonical correlations of past inputs and future outputs for linear stochastic systems
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Publication:798278
DOI10.1016/S0167-6911(84)80027-4zbMath0545.93012OpenAlexW2039236897MaRDI QIDQ798278
Publication date: 1984
Published in: Systems \& Control Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0167-6911(84)80027-4
Linear inference, regression (62J99) Discrete-time control/observation systems (93C55) Linear systems in control theory (93C05) Minimal systems representations (93B20) Identification in stochastic control theory (93E12) Realizations from input-output data (93B15)
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