Automatic variance control and variance estimation loops

DOI10.1007/BF01204918MaRDI QIDQ5957031zbMATH OpenFDO

Authors T. J. Moir

Publication date 24 September 2002

Published in Circuits, Systems, and Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF01204918

zbMATH Keywords

adaptive filtersAVCvariance controlvariance estimation

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Filtering in stochastic control theory (93E11) Least squares and related methods for stochastic control systems (93E24)

Recommendations

• scientific article; zbMATH DE number 1911041
• scientific article; zbMATH DE number 2155158
• Minimum variance in fast, slow and dual‐rate control loops
• Variance estimation with applications
• Variance Reduction Using Nonlinear Controls and Transformations
• On control variate estimators
• Estimation of the variance and its applications

Cites work

• scientific article; zbMATH DE number 50447 (Why is no real title available?)
• Recursive estimation and time-series analysis. An introduction

Cited in

(3)

• Filtering, smoothing and prediction using a control-loop spectral factorization method for coloured noise
• scientific article; zbMATH DE number 3920311 (Why is no real title available?)
• Control systems approach to the sample inverse covariance matrix

This page was built for publication: Automatic variance control and variance estimation loops

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5957031)