Maximum likelihood based recursive parameter estimation for controlled autoregressive ARMA systems using the data filtering technique (Q1660826)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Maximum likelihood based recursive parameter estimation for controlled autoregressive ARMA systems using the data filtering technique |
scientific article |
Statements
Maximum likelihood based recursive parameter estimation for controlled autoregressive ARMA systems using the data filtering technique (English)
0 references
16 August 2018
0 references
maximum likelihood based recursive parameter estimation
0 references
controlled autoregressive ARMA systems
0 references
data filtering
0 references
least squares parameter estimation algorithm
0 references
