A theorem of Kalman and minimal state-space realization of Vector Autoregressive Models.

Published in: CoRR (2019)

Keyphrases

autoregressive model
state space
heuristic search
autoregressive
dynamic programming
kalman filter
search space
wavelet domain
reinforcement learning
dynamical systems
particle filter
wavelet analysis
continuous valued
basis functions
optimal policy
feature vectors
wavelet decomposition