Canonical variates state-space models

CVSS Canonical variate state space (models)... 

Canonical variates will be used in the formulation of subspace state-space models in Section 4.5. 

To include the information about process d3mamics in the models, the data matrix can be augmented with lagged values of data vectors, or model identification techniques such as subspace state-space modeling can be used (Section 4.5). Negiz and Cinar [209] have proposed the use of state variables developed with canonical variates based realization to implement SPM to multivariable continuous processes. Another approach is based on the use of Kalman filter residuals [326]. MSPM with dynamic process models is discussed in Section 5.3. The last section (Section 5.4) of the chapter gives a brief survey of other approaches proposed for MSPM. 

A Negiz and A Cinar. PLS, balanced and canonical variate realization techniques for identifying varma models in state space. Chemometrics Intell. Lah. Sys., 38 209-221, 1997. 

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