On “Subspace Methods” Identification and Stochastic Model Reduction
暂无分享，去创建一个
[1] H. Hotelling. Relations Between Two Sets of Variates , 1936 .
[2] T. W. Anderson,et al. An Introduction to Multivariate Statistical Analysis , 1959 .
[3] P. Faurre,et al. Identification par Minimisation d'une Representation Markovienne de Processus Aleatoire , 1970 .
[4] M. Kreĭn,et al. ANALYTIC PROPERTIES OF SCHMIDT PAIRS FOR A HANKEL OPERATOR AND THE GENERALIZED SCHUR-TAKAGI PROBLEM , 1971 .
[5] H. Akaike. Markovian Representation of Stochastic Processes by Canonical Variables , 1975 .
[6] U. Desai,et al. A realization approach to stochastic model reduction and balanced stochastic realizations , 1982, 1982 21st IEEE Conference on Decision and Control.
[7] Anders Lindquist,et al. The stability and instability of partial realizations , 1982 .
[8] L. Silverman,et al. Model reduction via balanced state space representations , 1982 .
[9] L. Silverman,et al. Stochastic balancing and approximation - Stability and minimality , 1983, The 22nd IEEE Conference on Decision and Control.
[10] U. Desai,et al. A transformation approach to stochastic model reduction , 1984 .
[11] G. Picci,et al. Realization Theory for Multivariate Stationary Gaussian Processes , 1985 .
[12] R. Ober. Balanced parametrization of classes of linear systems , 1991 .
[13] Bart De Moor,et al. Subspace algorithms for the stochastic identification problem, , 1993, Autom..