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An innovation approach to the reduction of the dimensions in a multivariable stochastic system. (English) Zbl 0323.93042


MSC:

93E10 Estimation and detection in stochastic control theory
93C30 Control/observation systems governed by functional relations other than differential equations (such as hybrid and switching systems)
Full Text: DOI

References:

[1] AKATKE , H. , 1971 ,Ann. Inst, statist. Math. Tokyo , 23 , 163 .
[2] ANDERSON T. W., An Introduction to Multivariate Statistical Analysis (1958) · Zbl 0083.14601
[3] HAGGAN , V. , 1974 , Technical Report No. 51, Department of Mathematics , University of Manchester Institute of Science and Technology .
[4] HAGGAN , V. , and PRIESTLEY , M. B. , 1974 , Technical Report No. 44, Department of Mathematics , University of Manchester Institute of Science and Technology .
[5] LAWLEY D. N., Factor Analysis as a Statistical Method (1971) · Zbl 0251.62042
[6] PRIESTLEY , M. B. , SUBBA RAO , T. , 1974 , Technical Report No. 47, Department of Mathematics , University of Manchester Institute of Science and Technology .
[7] PRIESTLEY M. B., Multivariate Analysis (1973)
[8] RAO C. R., Sankhya A 26 pp 329– (1964)
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