Subspace system identification of separable-in-denominator 2-D stochastic systems.

José A. Ramos Paulo J. Lopes dos Santos

Published in: CDC/ECC (2011)

Keyphrases

stochastic systems
stochastic models
conservation laws
low dimensional
high dimensional data
sample path
confidence intervals
high dimensional
feature extraction
feature space
dimensionality reduction
least squares
markov chain
gaussian distribution
asymptotic analysis