Dynamic realizations of sufficient sequences

DOI10.1109/TIT.1985.1057092MaRDI QIDQ3709585zbMATH OpenOpenAlexFDO

Authors Bradley W. Dickinson, Eduardo D. Sontag

Publication date 1985

Published in IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/tit.1985.1057092

zbMATH Keywords

autoregressive parameter estimation probleminput/output mapnonlinear filterstate space of minimal dimensionsufficient sequencesystemtime series analysistime-varying discrete-time nonlinear

Mathematics Subject Classification ID

Sufficient statistics and fields (62B05) Inference from stochastic processes and prediction (62M20) Estimation and detection in stochastic control theory (93E10) Filtering in stochastic control theory (93E11)

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