A difference equation for statistical estimation and prediction

MaRDI QIDQ1103567zbMATH OpenFDO

Authors M. E. Byvajlkov, A. A. Romanshchev

Publication date 1987

Published in Automation and Remote Control (Search for Journal in Brave)

zbMATH Keywords

algorithmmethod of least squaresestimation and prediction

Mathematics Subject Classification ID

Probabilistic methods, stochastic differential equations (65C99) Inference from stochastic processes and prediction (62M20) Stochastic systems in control theory (general) (93E03) Estimation and detection in stochastic control theory (93E10)

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