Extension of the Chandrasekhar filter to the case of periodic state-space models (Q2472984): Difference between revisions

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+Q5441106
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+The difference periodic Ricati equation for the periodic prediction problem
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+Asymptotic influence of mean-correction on estimating a periodic AR(1) model.
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+Numerical solution of the discrete-time periodic Riccati equation
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+Recursive Prediction and Likelihood Evaluation for Periodic ARMA Models
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+Algorithm AS 197: A Fast Algorithm for the Exact Likelihood of Autoregressive-Moving Average Models
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+Some new algorithms for recursive estimation in constant, linear, discrete-time systems
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+Chandrasekhar-type filter for a wide-sense stationary signal from uncertain observations using covariance information
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+Extended Chandrasekhar recursions
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+Generalized Chandrasekhar recursions from the generalized Schur algorithm
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+Q3876877
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+Periodic Lyapunov equations: Some applications and new algorithms
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