Results 221 to 230 of about 889,599 (262)
Some of the next articles are maybe not open access.
1998
In Chapter 1 we argued that mathematical models obtained from first principles usually contain latent variables. Up to now these latent variables did not enter the mathematical development. In Chapters 5 and 6 latent variable systems will be pursued in full generality. In the present chapter we discuss a special and important class of latent variables,
Jan Willem Polderman, Jan C. Willems
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In Chapter 1 we argued that mathematical models obtained from first principles usually contain latent variables. Up to now these latent variables did not enter the mathematical development. In Chapters 5 and 6 latent variable systems will be pursued in full generality. In the present chapter we discuss a special and important class of latent variables,
Jan Willem Polderman, Jan C. Willems
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2021
This chapter mentions the stochastic model and defines the state-space model as a stochastic model. We also explain the features and classification of the state-space model.
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This chapter mentions the stochastic model and defines the state-space model as a stochastic model. We also explain the features and classification of the state-space model.
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2017
The state space model is a very general model, mostly used to specify structural time-series models. Structural time-series models explicitly specify trends and seasonality along with other relevant influences. Under the classical Box-Jenkins time-series approach, in contrast, trends and seasonal influences are removed before estimating the core model.
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The state space model is a very general model, mostly used to specify structural time-series models. Structural time-series models explicitly specify trends and seasonality along with other relevant influences. Under the classical Box-Jenkins time-series approach, in contrast, trends and seasonal influences are removed before estimating the core model.
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A new online modelling method for aircraft engine state space model
Chinese Journal of Aeronautics, 2020Qiuhong Li, Shuwei Pang
exaly
On Particle Methods for Parameter Estimation in State-Space Models
Statistical Science, 2015Jan Maciejowski +2 more
exaly
Monte Carlo Filter and Smoother for Non-Gaussian Nonlinear State Space Models
Journal of Computational and Graphical Statistics, 1996Genshirō Kitagawa
exaly
Doubly-indexed dynamical systems: State-space models and structural properties
Mathematical Systems Theory, 1978E Fornasini
exaly