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An approach to multidimensional Fornasini-Marchesini state-space model realization w.r.t. columns of transfer matrices.
Dongdong Zhao
Shi Yan
Shinya Matsushita
Li Xu
Published in:
Syst. Control. Lett. (2019)
Keyphrases
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state space model
data matrix
state vector
state estimation
kalman filter
rows and columns
singular value decomposition
autoregressive
original data
transfer learning
missing values
matrix factorization
kalman filtering