Adaptive estimation in the presence of order and parameter changes

DOI10.1002/ACS.4480030305MaRDI QIDQ3363211zbMATH OpenOpenAlexFDO

Authors

Publication date 1989

Published in International Journal of Adaptive Control and Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/acs.4480030305

zbMATH Keywords

algorithmARMA modelKalman filter

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Filtering in stochastic control theory (93E11) Identification in stochastic control theory (93E12) Stochastic learning and adaptive control (93E35)

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(5)

• Estimating ARMA models with recurrent regime changes
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• scientific article; zbMATH DE number 4060587 (Why is no real title available?)
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• Autoregressive and adaptive estimation with an application to hurricane track prediction

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