1997 | OriginalPaper | Buchkapitel
The SSATS Algorithm and Subspace Methods
verfasst von : Masanao Aoki
Erschienen in: Applications of Computer Aided Time Series Modeling
Verlag: Springer New York
Enthalten in: Professional Book Archive
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This chapter summarizes the development of the State Space Aoki Time Series algorithm since its inception in 1983 as an instrumental variables method, and relates it to subspace methods popular in the engineering literature from the viewpoint of orthogonal projections. Except for the numerical method used to calculate orthogonal projections these two classes of methods are conceptually equivalent.2