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State Space Models Employment and Principle Components Approach to Estimate the Delay Time | ||
| IRAQI JOURNAL OF STATISTICAL SCIENCES | ||
| Article 11, Volume 8, Issue 1, 2008, Pages 104-112 PDF (0 K) | ||
| DOI: 10.33899/iqjoss.2008.031567 | ||
| Abstract | ||
| This research deals with a state space models and principle components analysis approach to estimate the delay time in linear stochastic dynamical systems. The delay time has a statistical importance to describe the suitable identification. The results are compared with the proposed approach from the simulation experiments where the Principle Component approach gives a high degree of success to estimate the delay time with state space where there isn’t any failure state compared with original data. | ||
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