ARMA Identification of Graphical Models

Consider a Gaussian stationary stochastic vector process with the property that designated pairs of components are conditionally independent given the rest of the components. Such processes can be represented on a graph where the components are nodes and the lack of a connecting link between two nod...

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Veröffentlicht in:	IEEE transactions on automatic control 2013-05, Vol.58 (5), p.1167-1178
Hauptverfasser:	Avventi, Enrico, Lindquist, Wahlberg, Bo
Format:	Artikel
Sprache:	eng
Schlagworte:	Autoregressive moving-average (ARMA) modeling Biomedical monitoring conditional independence Correlation Graphical models Heart rate Indexes MATEMATIK MATHEMATICS Optimization system identification Topology
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