This paper considers the realization of discrete time multivariable second order processes in forward and backward state space form. Using the forward and backward factorization of the spectral density and the associated infinite moving average representation of the process, the construction of mini
โฆ LIBER โฆ
Non-Markovian State-Space Models in Dependability Evaluation
โ Scribed by Salvatore Distefano; Kishor S. Trivedi
- Book ID
- 112184055
- Publisher
- John Wiley and Sons
- Year
- 2012
- Tongue
- English
- Weight
- 542 KB
- Volume
- 29
- Category
- Article
- ISSN
- 0748-8017
- DOI
- 10.1002/qre.1305
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## ABSTRACT The state space model is widely used to handle time series data driven by related latent processes in many fields. In this article, we suggest a framework to examine the relationship between state space models and autoregressive integrated moving average (ARIMA) models by examining the
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