{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2025,7,30]],"date-time":"2025-07-30T14:33:31Z","timestamp":1753886011587,"version":"3.37.3"},"reference-count":54,"publisher":"Institute of Electrical and Electronics Engineers (IEEE)","license":[{"start":{"date-parts":[[2020,1,1]],"date-time":"2020-01-01T00:00:00Z","timestamp":1577836800000},"content-version":"vor","delay-in-days":0,"URL":"https:\/\/ieeexplore.ieee.org\/Xplorehelp\/downloads\/license-information\/IEEE.html"},{"start":{"date-parts":[[2020,1,1]],"date-time":"2020-01-01T00:00:00Z","timestamp":1577836800000},"content-version":"am","delay-in-days":0,"URL":"https:\/\/ieeexplore.ieee.org\/Xplorehelp\/downloads\/license-information\/IEEE.html"},{"start":{"date-parts":[[2020,1,1]],"date-time":"2020-01-01T00:00:00Z","timestamp":1577836800000},"content-version":"stm-asf","delay-in-days":0,"URL":"https:\/\/doi.org\/10.15223\/policy-029"},{"start":{"date-parts":[[2020,1,1]],"date-time":"2020-01-01T00:00:00Z","timestamp":1577836800000},"content-version":"stm-asf","delay-in-days":0,"URL":"https:\/\/doi.org\/10.15223\/policy-037"}],"funder":[{"name":"NSF","award":["IIS 1632730","DMS 1821220","DMS 1830175"],"award-info":[{"award-number":["IIS 1632730","DMS 1821220","DMS 1830175"]}]}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["IEEE Trans. Signal Process."],"published-print":{"date-parts":[[2020]]},"DOI":"10.1109\/tsp.2020.3020397","type":"journal-article","created":{"date-parts":[[2020,8,31]],"date-time":"2020-08-31T20:48:28Z","timestamp":1598906908000},"page":"5573-5587","source":"Crossref","is-referenced-by-count":4,"title":["System Identification of High-Dimensional Linear Dynamical Systems With Serially Correlated Output Noise Components"],"prefix":"10.1109","volume":"68","author":[{"ORCID":"https:\/\/orcid.org\/0000-0001-9523-0981","authenticated-orcid":false,"given":"Jiahe","family":"Lin","sequence":"first","affiliation":[]},{"ORCID":"https:\/\/orcid.org\/0000-0002-3676-1739","authenticated-orcid":false,"given":"George","family":"Michailidis","sequence":"additional","affiliation":[]}],"member":"263","reference":[{"key":"ref39","doi-asserted-by":"publisher","DOI":"10.1109\/TE.2009.2030884"},{"key":"ref38","doi-asserted-by":"publisher","DOI":"10.1214\/12-AOS1018"},{"key":"ref33","doi-asserted-by":"publisher","DOI":"10.1115\/1.3658902"},{"key":"ref32","doi-asserted-by":"publisher","DOI":"10.1115\/1.3662552"},{"key":"ref31","doi-asserted-by":"publisher","DOI":"10.1201\/9780203748640"},{"key":"ref30","doi-asserted-by":"publisher","DOI":"10.1016\/j.jedc.2018.12.001"},{"key":"ref37","doi-asserted-by":"publisher","DOI":"10.1016\/j.jbankfin.2012.08.012"},{"key":"ref36","doi-asserted-by":"publisher","DOI":"10.1016\/j.artmed.2014.10.005"},{"key":"ref35","first-page":"1","article-title":"Regularized estimation of high-dimensional factor-augmented vector autoregressive (FAVAR) models","volume":"18","author":"lin","year":"2018","journal-title":"SSRN Electron J"},{"key":"ref34","doi-asserted-by":"publisher","DOI":"10.1109\/TSP.2008.927480"},{"key":"ref28","doi-asserted-by":"publisher","DOI":"10.1080\/01621459.1984.10477074"},{"key":"ref27","doi-asserted-by":"publisher","DOI":"10.1016\/j.econlet.2012.03.031"},{"key":"ref29","doi-asserted-by":"crossref","first-page":"299","DOI":"10.1080\/07350015.1983.10509355","article-title":"Forecasting economic time series with structural and Box-Jenkins models: A case study","volume":"1","author":"harvey","year":"1983","journal-title":"Journal of Business & Economic Statistics"},{"key":"ref2","doi-asserted-by":"publisher","DOI":"10.1214\/12-AOS1000"},{"key":"ref1","doi-asserted-by":"publisher","DOI":"10.1214\/12-AOS1032"},{"key":"ref20","doi-asserted-by":"publisher","DOI":"10.1016\/j.patrec.2016.12.012"},{"key":"ref22","doi-asserted-by":"publisher","DOI":"10.3386\/w25426"},{"key":"ref21","doi-asserted-by":"publisher","DOI":"10.1023\/A:1021669406132"},{"key":"ref24","doi-asserted-by":"publisher","DOI":"10.1080\/14697680500149370"},{"key":"ref23","doi-asserted-by":"publisher","DOI":"10.1016\/j.jimonfin.2012.02.002"},{"article-title":"Technical Progress Report. Part I. Report no. 342","year":"1969","author":"ghahramani","key":"ref26"},{"key":"ref25","doi-asserted-by":"publisher","DOI":"10.1080\/01621459.2012.656041"},{"key":"ref50","doi-asserted-by":"publisher","DOI":"10.1023\/A:1017501703105"},{"key":"ref51","doi-asserted-by":"publisher","DOI":"10.1016\/0005-1098(94)90230-5"},{"key":"ref54","doi-asserted-by":"publisher","DOI":"10.1002\/9780470117873"},{"key":"ref53","doi-asserted-by":"publisher","DOI":"10.1109\/TIT.2009.2016018"},{"key":"ref52","doi-asserted-by":"publisher","DOI":"10.1016\/0005-1098(94)90229-1"},{"key":"ref10","doi-asserted-by":"publisher","DOI":"10.1561\/0800000002"},{"key":"ref40","first-page":"1665","article-title":"Restricted strong convexity and weighted matrix completion: Optimal bounds with noise","volume":"13","author":"negahban","year":"2012","journal-title":"J Mach Learn Res"},{"key":"ref11","doi-asserted-by":"publisher","DOI":"10.1080\/07350015.2015.1111222"},{"key":"ref12","doi-asserted-by":"publisher","DOI":"10.1109\/GlobalSIP.2015.7418283"},{"key":"ref13","doi-asserted-by":"publisher","DOI":"10.1214\/15-AOS1315"},{"key":"ref14","doi-asserted-by":"publisher","DOI":"10.1109\/TSP.2017.2691662"},{"key":"ref15","doi-asserted-by":"publisher","DOI":"10.1016\/j.jfineco.2011.12.010"},{"key":"ref16","first-page":"1329","article-title":"A constraint generation approach to learning stable linear dynamical systems","author":"boots","year":"0","journal-title":"Proc Adv Neural Inf Process Syst"},{"key":"ref17","doi-asserted-by":"publisher","DOI":"10.1109\/JPROC.2009.2035722"},{"key":"ref18","doi-asserted-by":"publisher","DOI":"10.2307\/1912275"},{"key":"ref19","doi-asserted-by":"publisher","DOI":"10.1109\/CISS.2011.5766179"},{"key":"ref4","doi-asserted-by":"publisher","DOI":"10.1080\/07474938.2015.1092822"},{"key":"ref3","doi-asserted-by":"publisher","DOI":"10.1198\/073500106000000440"},{"key":"ref6","doi-asserted-by":"publisher","DOI":"10.2139\/ssrn.1615613"},{"key":"ref5","doi-asserted-by":"publisher","DOI":"10.1109\/ACSSC.2009.5470133"},{"key":"ref8","doi-asserted-by":"publisher","DOI":"10.1111\/1468-0262.00392"},{"key":"ref49","doi-asserted-by":"publisher","DOI":"10.1038\/s41467-018-04723-6"},{"key":"ref7","doi-asserted-by":"publisher","DOI":"10.1080\/14697680903124632"},{"key":"ref9","doi-asserted-by":"publisher","DOI":"10.1111\/1468-0262.00273"},{"key":"ref46","doi-asserted-by":"publisher","DOI":"10.1111\/j.1467-9892.1982.tb00349.x"},{"key":"ref45","first-page":"4050","article-title":"Reduced-rank linear dynamical systems","author":"she","year":"0","journal-title":"Proc 32nd AAAI Conf on Artificial Intelligence (AAAI-18) AAAI press"},{"key":"ref48","doi-asserted-by":"publisher","DOI":"10.3386\/w11467"},{"key":"ref47","doi-asserted-by":"publisher","DOI":"10.1198\/016214502388618960"},{"key":"ref42","doi-asserted-by":"publisher","DOI":"10.3934\/dcds.2011.31.1383"},{"key":"ref41","doi-asserted-by":"publisher","DOI":"10.1214\/12-STS400"},{"key":"ref44","doi-asserted-by":"publisher","DOI":"10.1787\/fmt-2009-5ks5d4npxm36"},{"key":"ref43","doi-asserted-by":"publisher","DOI":"10.1016\/j.compchemeng.2006.05.045"}],"container-title":["IEEE Transactions on Signal Processing"],"original-title":[],"link":[{"URL":"https:\/\/ieeexplore.ieee.org\/ielam\/78\/8933520\/9181471-aam.pdf","content-type":"application\/pdf","content-version":"am","intended-application":"syndication"},{"URL":"http:\/\/xplorestaging.ieee.org\/ielx7\/78\/8933520\/09181471.pdf?arnumber=9181471","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2024,8,12]],"date-time":"2024-08-12T22:32:26Z","timestamp":1723501946000},"score":1,"resource":{"primary":{"URL":"https:\/\/ieeexplore.ieee.org\/document\/9181471\/"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2020]]},"references-count":54,"URL":"https:\/\/doi.org\/10.1109\/tsp.2020.3020397","relation":{},"ISSN":["1053-587X","1941-0476"],"issn-type":[{"type":"print","value":"1053-587X"},{"type":"electronic","value":"1941-0476"}],"subject":[],"published":{"date-parts":[[2020]]}}}