A stochastic realization algorithm via block LQ decomposition in Hilbert space
type: Item
instance of: scholarly article
title: A stochastic realization algorithm via block LQ decomposition in Hilbert space
zbMATH Open document ID: 1137.93410
author: Hideyuki Tanaka
author: Tohru Katayama
published in: Automatica
publication date: 2007-04-16T00:00:00Z
Mathematics Subject Classification ID: 93E03
Mathematics Subject Classification ID: 93E25
Mathematics Subject Classification ID: 60J05
Mathematics Subject Classification ID: 93B30
zbMATH DE Number: 5143595
zbMATH Keywords: stochastic realization
zbMATH Keywords: subspace identification
zbMATH Keywords: canonical correlation analysis
zbMATH Keywords: innovation representation
zbMATH Keywords: Hilbert space
zbMATH Keywords: LQ decomposition
MaRDI profile type: Publication
full work available at URL: j.automatica.2005.12.025
OpenAlex ID: W2020667344
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cites work: Realization of stochastic systems with exogenous inputs and subspace identification methods
cites work: Canonical correlation analysis, approximate covariance extension, and identification of stationary time series
cites work: Q4892189
cites work: Subspace algorithms for the stochastic identification problem
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DOI: 10.1016/J.AUTOMATICA.2005.12.025
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description: scientific article; zbMATH DE number 5143595