A matrix formulation for the estimation of weighting sequence matrix

DOI10.1080/00207727408920136MaRDI QIDQ4082641zbMATH OpenOpenAlexFDO

Authors Yasuyuki Funahashi, Kahei Nakamura

Publication date 1974

Published in International Journal of Systems Science. Principles and Applications of Systems and Integration (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00207727408920136

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear systems in control theory (93C05) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10)

Cites work

• Errors in weighting sequence estimation†

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