When are two multivariate random processes indistinguishable (Q2369971): Difference between revisions

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+Maximum likelihood identification of Gaussian autoregressive moving average models
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+Uniqueness of the maximum likelihood estimates of the parameters of an ARMA model
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+A sufficient condition for consistent discrimination between stationary Gaussian models
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+Prediction error identification methods for stationary stochastic processes
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+Q5612941
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+Robust Statistics
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+Parameter estimation in multivariate stochastic difference equations
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+A Bayesian comparison of different classes of dynamic models using empirical data
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+Spectral distance measures between Gaussian processes
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+On resolution and exponential discrimination between Gaussian stationary vector processes and dynamic models
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+Distance measures and estimation performance bounds for continuous-time data (Corresp.)
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+Set-membership identification of systems with parametric and nonparametric uncertainty
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+Frequency domain versus time domain methods in system identification
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+Classical model validation for control design purposes
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+Convergence analysis of parametric identification methods
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+Robust bayesian estimation for the linear model and robustifying the Kalman filter
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+Optimal input signals for parameter estimation in dynamic systems--Survey and new results
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+A time-domain approach to model validation
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+On the identifiability of parameters
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+Iterative weighted least-squares identification and weighted LQG control design
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