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...
| Main Authors: | , , |
|---|---|
| Format: | Others |
| Language: | English |
| Published: |
KTH, Optimeringslära och systemteori
2013
|
| Subjects: | |
| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-39065 |