A canonical correlations approach to multiscale stochastic realization

IEEE Transactions on Automatic Control

Volumn 46, Issue 10, 2001, Pages 1514-1528

  Irving, William W ^b   Willsky, Alan S ^a,c  

^a IEEE   (United States)

^b Fidelity Investments   (United States)

^c USA   (United States)

Author keywords

Least squares methods; Realization theory; Simulation; Singular value decomposition; Stochastic processes

Indexed keywords

MULTISCALE STOCHASTIC REALIZATION; REDUCED ORDER MULTISCALE MODEL; SINGULAR VALUE DECOMPOSITION;

ALGORITHMS; COMPUTER SIMULATION; CORRELATION METHODS; ERRORS; LEAST SQUARES APPROXIMATIONS; MATHEMATICAL MODELS; PARAMETER ESTIMATION; RANDOM PROCESSES;

CONTROL SYSTEMS;

EID: 0035471665     PISSN: 00189286     EISSN: None     Source Type: Journal    
DOI: 10.1109/9.956048     Document Type: Article

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