Best Linear Unbiased Estimation by Recursive Methods

DOI10.1137/0114014MaRDI QIDQ5510037zbMATH OpenOpenAlexFDO

Authors Marvin Blum

Publication date 1966

Published in SIAM Journal on Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/0114014

zbMATH Keywords

statistics

Cited in

(2)

• On observability of stochastic discrete-time dynamic systems
• Some computer-aided estimators in stochastic control systems identification†

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