Multi-step ahead predictions for multi variable linear stochastic systems via model recursion

DOI10.1080/00207729108910756MaRDI QIDQ3982039zbMATH OpenOpenAlexFDO

Authors Tao Shou, Ning-Shou Xu

Publication date 26 June 1992

Published in International Journal of Systems Science. Principles and Applications of Systems and Integration (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00207729108910756

Mathematics Subject Classification ID

Linear systems in control theory (93C05) Discrete-time control/observation systems (93C55) Stochastic systems in control theory (general) (93E03)

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