State and parameter estimation for dynamic systems with colored noise: an accuracy approach based on the minimum discrepancy measure (Q3987147)

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scientific article; zbMATH DE number 30887
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    State and parameter estimation for dynamic systems with colored noise: an accuracy approach based on the minimum discrepancy measure
    scientific article; zbMATH DE number 30887

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      State and parameter estimation for dynamic systems with colored noise: an accuracy approach based on the minimum discrepancy measure (English)
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      28 June 1992
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      ARMA order determination criterion
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      colored measurement noise
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      minimum discrepancy measure
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      Gaussian white noise
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      algorithms
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