On resolution and exponential discrimination between Gaussian stationary vector processes and dynamic models

DOI10.1109/TAC.1980.1102275zbMath0433.62040OpenAlexW2162499939MaRDI QIDQ3871751

Dimitri Kazakos

Publication date: 1980

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tac.1980.1102275

zbMATH Keywords

spectral densitydynamic modelsGaussian stationary vector processesparameter identifiabilityprobability of misclassificationexponential discriminationmaximum likelihood decision rule

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Nonparametric tolerance and confidence regions (62G15) Inference from stochastic processes and spectral analysis (62M15) Statistical decision theory (62C99)

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