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System Identification of High-Dimensional Linear Dynamical Systems With Serially Correlated Output Noise Components.
Jiahe Lin
George Michailidis
Published in:
IEEE Trans. Signal Process. (2020)
Keyphrases
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high dimensional
dynamical systems
dimensionality reduction
input data
data points
low dimensional
linear dynamical systems
feature space
nearest neighbor
missing data
real valued
multiscale
graphical models
high dimensional data