System identification by dynamic factor models
- Author
- HEIJ, C1 ; SCHERRER, W2 ; DEISTLER, M2
[1] Econometric Institute, Erasmus University Rotterdam, P.O. Box 1738, 3000 DR Rotterdam, Netherlands
[2] Institüt für Ökonometrie, Operations Research und Systemtheorie, Technische Universität Wien, Argentinierstrasse 8, 1040 Wien, Austria - Source
SIAM journal on control and optimization. 1997, Vol 35, Num 6, pp 1924-1951 ; ref : 26 ref
- CODEN
- SJCODC
- ISSN
- 0363-0129
- Scientific domain
- Control theory, operational research
- Publisher
- Society for Industrial and Applied Mathematics, Philadelphia, PA
- Publication country
- United States
- Document type
- Article
- Language
- English
- Keyword (fr)
- Analyse factorielle Consistance Identification système Modèle variable latente Méthode moindre carré Optimum Pareto Processus stationnaire Spectre bruit Système dynamique Système linéaire
- Keyword (en)
- Factor analysis Consistency System identification Latent variable model Least squares method Pareto optimum Stationary process Noise spectrum Dynamical system Linear system
- Keyword (es)
- Análisis factorial Consistencia Identificación sistema Modelo variable latente Método cuadrado menor Optimo Pareto Proceso estacionario Espectro ruido Sistema dinámico Sistema lineal
- Classification
- Pascal
- 001 Exact sciences and technology / 001D Applied sciences / 001D02 Computer science; control theory; systems / 001D02D Control theory. Systems / 001D02D05 Modelling and identification
- Discipline
- Computer science : theoretical automation and systems
- Origin
- Inist-CNRS
- Database
- PASCAL
- INIST identifier
- 2062835
Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS
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DOI
10.1137/S0363012995282127 
https://dx.doi.org/10.1137/S0363012995282127
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