A combined invariant-subspace and subspace identification method for continuous-time state-space models using slowly sampled multi-sine-wave data.
Chao HuangPublished in: Autom. (2022)
Keyphrases
- synthetic data
- input data
- data sets
- state space
- data analysis
- high dimensional data
- statistical methods
- prior knowledge
- independent components
- covariance matrices
- large scale data sets
- learned models
- data sources
- missing data
- low dimensional
- markov chain
- dynamical systems
- clustering method
- training samples
- similarity measure
- model selection
- dimensional vector
- probabilistic model
- dynamic programming
- markov decision processes
- covariance matrix
- pairwise
- predictive model
- training data
- eigendecomposition
- continuous time bayesian networks
- sampled data
- subspace methods
- similarity matrix
- bayesian methods
- historical data
- noisy data
- spectral clustering
- principal component analysis
- probability distribution
- search space
- reinforcement learning
- clustering algorithm
- machine learning