Linear difference equations for prediction filters

MaRDI QIDQ923038zbMATH OpenFDO

Authors M. E. Byvajkov, A. A. Romashchev

Publication date 1990

Published in Automation and Remote Control (Search for Journal in Brave)

zbMATH Keywords

prediction filters

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Filtering in stochastic control theory (93E11)

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(5)

• A difference equation for statistical estimation and prediction
• A difference equation model of partial series
• The adaptive prediction of a time series in the presence of a systematic component
• A Note on the Predictors of Differenced Sequences
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