Maximum likelihood recursive least squares estimation for multivariate equation-error ARMA systems
From MaRDI portal
Publication:1797200
DOI10.1016/j.jfranklin.2018.07.041zbMath1398.93323MaRDI QIDQ1797200
Lijuan Liu, Tasawar Hayat, Feng Ding, Cheng Wang, Yan Wang
Publication date: 18 October 2018
Published in: Journal of the Franklin Institute (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jfranklin.2018.07.041
least squares identification; maximum likelihood recursive least squares estimation; multivariate equation-error ARMA systems
93E10: Estimation and detection in stochastic control theory
93E24: Least squares and related methods for stochastic control systems
93E12: Identification in stochastic control theory
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