On a state-space modelling for functional data

DOI10.1007/S00180-007-0049-9zbMath1198.62128OpenAlexW1981741893MaRDI QIDQ964620

Manuel Escabias, Mónica Ortega-Moreno

Publication date: 22 April 2010

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00180-007-0049-9

zbMATH Keywords

filteringKarhunen-Loeve expansioncontinuous time autoregression

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cites Work

• Unnamed Item
• Identification of continuous-time AR processes from unevenly sampled data
• Derivation of a state-space model by functional data analysis
• Kalman filtering on approximate state-space models
• Residual models and stochastic realization in state-space identification
• Robust identification of continuous systems with dead-time from step responses
• Identification of continuous-time systems from samples of input-output data: An introduction

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