On the state space and dynamics selection in linear stochastic models: a spectral factorization approach.

Augusto Ferrante Giorgio Picci

Published in: CoRR (2018)

Keyphrases

stochastic models
state space
dynamical systems
stochastic processes
stochastic model
state variables
reinforcement learning
marginal distributions
least squares
machine learning
pairwise
dynamic programming
software engineering
particle filter