Linear stochastic systems with constant coefficients. A statistical approach

zbMath0544.93060MaRDI QIDQ797554

N. E. Zubov

Publication date: 1982

Published in: Lecture Notes in Control and Information Sciences (Search for Journal in Brave)

zbMATH Keywords

Kalman filteringmodeling of time seriesstationary Markov processes with Gaussian distributions

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Stationary stochastic processes (60G10) Inference from stochastic processes and spectral analysis (62M15) Characteristic functions; other transforms (60E10) Discrete-time Markov processes on general state spaces (60J05) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05) Identification in stochastic control theory (93E12) Stochastic systems in control theory (general) (93E03) Continuous-time Markov processes on discrete state spaces (60J27) Model systems in control theory (93C99) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to systems and control theory (93-01)

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