From time series to linear system, III: Approximate modelling
type: Item
instance of: scholarly article
title: From time series to linear system, III: Approximate modelling
zbMATH Open document ID: 0628.62089
DOI: 10.1016/0005-1098(87)90120-8
author: Jan C. Willems
published in: Automatica
publication date: 1987-01-01T00:00:00Z
review text: [For part II see the preceding review, Zbl 0628.62088.] This is the third in a series of papers on the problem of finding a linear time invariant complete system which models an observed time series. Here, an algorithm is proposed for the construction of approximate multivariable dynamical models directly on the basis of an observed vector time series.
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 93E03
Mathematics Subject Classification ID: 93E12
Mathematics Subject Classification ID: 93E99
zbMATH DE Number: 4022429
zbMATH Keywords: linear systems
zbMATH Keywords: modelling
zbMATH Keywords: least squares approximation
zbMATH Keywords: correlation methods
zbMATH Keywords: data reduction
zbMATH Keywords: complexity
zbMATH Keywords: misfit
zbMATH Keywords: linear time invariant complete system
zbMATH Keywords: construction of approximate multivariable dynamical models
zbMATH Keywords: vector time series
reviewed by: Pedro A. Morettin
MaRDI profile type: Publication
full work available at URL: 0005-1098(87)90120-8
OpenAlex ID: W1572079173
cites work: Q3716143
cites work: We can do something about multicollinearity
cites work: Q3214803
cites work: Q3342413
cites work: Q4724470
cites work: Q3767189
description: scientific article; zbMATH DE number 4022429