@inbook{fa9b245b702f4274a7ed25d98e755c26,
title = "Behavioral approximation of stochastic processes by rank reduced spectra",
abstract = "Behaviours provide an elegant, parameter free characterization of deterministic systems. We discuss a possible application of behaviours in the approximation of stochastic systems. This can be seen as an extension to the dynamic case of the well-known static factor analysis model. An essential difference is that we see modelling primarily as a matter of process approximation, not as a method to recover the true data generating process. In particular we see 'noise properties' as a kind of prior model assumption that can be compared with the resulting quality of the process approximation.",
author = "Christiaan Heij and Wolfgang Scherrer",
year = "1996",
language = "English",
series = "Proceedings of the IEEE Conference on Decision and Control",
publisher = "Institute of Electrical and Electronics Engineers Inc.",
editor = "Anon",
booktitle = "Proceedings of the IEEE Conference on Decision and Control",
note = "Proceedings of the 1996 35th IEEE Conference on Decision and Control. Part 3 (of 4) ; Conference date: 11-12-1996 Through 13-12-1996",
}