메뉴 건너뛰기




Volumn 35, Issue 4, 1998, Pages 207-218

Approximation problems with the divergence criterion for Gaussian variables and Gaussian processes

Author keywords

Canonical variable form; Divergence criterion; Gaussian processes; Subspace identification algorithm; System identification

Indexed keywords


EID: 0010414216     PISSN: 01676911     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-6911(98)00053-X     Document Type: Article
Times cited : (7)

References (15)
  • 1
    • 0000501656 scopus 로고
    • Information theory and an extension of the maximum likelihood principle
    • B.N. Petrov, F. Csaki (Eds.), Akademia Kiado, Budapest
    • H. Akaike, Information theory and an extension of the maximum likelihood principle, in: B.N. Petrov, F. Csaki (Eds.), Proc. 2nd Int. Symp. Information Theory, Akademia Kiado, Budapest, 1973, pp. 267-281.
    • (1973) Proc. 2nd Int. Symp. Information Theory , pp. 267-281
    • Akaike, H.1
  • 2
    • 77956828132 scopus 로고
    • Canonical correlation analysis of time series and the use of an information criterion
    • R.K. Mehra, D.G. Lainiotis (Eds.), Academic Press, New York
    • H. Akaike, Canonical correlation analysis of time series and the use of an information criterion, in: R.K. Mehra, D.G. Lainiotis (Eds.), System Identification - Advances and Case Studies, Academic Press, New York, 1976, pp. 27-96.
    • (1976) System Identification - Advances and Case Studies , pp. 27-96
    • Akaike, H.1
  • 3
    • 0002909927 scopus 로고
    • On entropy maximization principle
    • P.R. Krishnaiah (Ed.), North-Holland, Amsterdam
    • H. Akaike, On entropy maximization principle, in: P.R. Krishnaiah (Ed.), Applications of Statistics, North-Holland, Amsterdam, 1977, pp. 27-41.
    • (1977) Applications of Statistics , pp. 27-41
    • Akaike, H.1
  • 6
    • 0021441691 scopus 로고
    • ∞-error bounds
    • ∞-error bounds, Int. J. Control 39 (1984) 1115-1193.
    • (1984) Int. J. Control , vol.39 , pp. 1115-1193
    • Glover, K.1
  • 8
    • 0030149343 scopus 로고    scopus 로고
    • Canonical correlation analysis, approximate covariance extension, and identification of stationary time series
    • A. Lindquist, G. Picci, Canonical correlation analysis, approximate covariance extension, and identification of stationary time series, Automatica 32 (1996) 709-733.
    • (1996) Automatica , vol.32 , pp. 709-733
    • Lindquist, A.1    Picci, G.2
  • 9
    • 0344075629 scopus 로고    scopus 로고
    • Geometric methods for state space identification
    • S. Bittanti, G. Picci (Eds.), Springer, London
    • A. Lindquist, G. Picci, Geometric methods for state space identification, in: S. Bittanti, G. Picci (Eds.), Identification, Adaptation, Learning, Springer, London, 1996, pp. 1-69.
    • (1996) Identification, Adaptation, Learning , pp. 1-69
    • Lindquist, A.1    Picci, G.2
  • 10
    • 0027589792 scopus 로고
    • Subspace algorithms for the stochastic identification problem
    • P. Van Overschee, B. De Moor, Subspace algorithms for the stochastic identification problem, Automatica 29 (1993) 649 -660.
    • (1993) Automatica , vol.29 , pp. 649-660
    • Van Overschee, P.1    De Moor, B.2
  • 11
    • 0000442911 scopus 로고
    • The use and interpretation of principal component analysis in applied research
    • C.R. Rao, The use and interpretation of principal component analysis in applied research, Sankhya Ser. A 26 (1964) 329 -358.
    • (1964) Sankhya Ser. A , vol.26 , pp. 329-358
    • Rao, C.R.1
  • 12
    • 0141642530 scopus 로고    scopus 로고
    • System identification with information theoretic criteria
    • S. Bittanti, G. Picci (Eds.), Springer, Berlin
    • A.A. Stoorvogel, J.H. van Schuppen, System identification with information theoretic criteria, in: S. Bittanti, G. Picci (Eds.), Identification, Adaptation, Learning, Springer, Berlin, 1996, pp. 289-338.
    • (1996) Identification, Adaptation, Learning , pp. 289-338
    • Stoorvogel, A.A.1    Van Schuppen, J.H.2
  • 14
    • 0347641638 scopus 로고
    • The weak and strong gaussian probabilistic realization problem
    • C. van Putten, J.H. van Schuppen, The weak and strong gaussian probabilistic realization problem, J. Multivariate Anal. 13 (1983) 118-137.
    • (1983) J. Multivariate Anal. , vol.13 , pp. 118-137
    • Van Putten, C.1    Van Schuppen, J.H.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.