Abstract
The state vector introduced in Chapter 7 is by no means the only way of summarizing information in data sets. Two other choices, one used by Akaike and the other by Arun et al., and the implied state transition dynamics, are discussed in this chapter.
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© 1987 Springer-Verlag Berlin Heidelberg
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Aoki, M. (1987). State Vectors and Optimality Measures. In: State Space Modeling of Time Series. Universitext. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-96985-0_8
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DOI: https://doi.org/10.1007/978-3-642-96985-0_8
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-17257-4
Online ISBN: 978-3-642-96985-0
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