A difference equation for statistical estimation and prediction

zbMATH Open0645.93053MaRDI QIDQ1103567FDOQ1103567

Authors: M. E. Byvajlkov, A. A. Romanshchev 

Publication date: 1987

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

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zbMATH Keywords

algorithmmethod of least squaresestimation and prediction

Mathematics Subject Classification ID

Probabilistic methods, stochastic differential equations (65C99) Inference from stochastic processes and prediction (62M20) Stochastic systems in control theory (general) (93E03) Estimation and detection in stochastic control theory (93E10)

Cited In (5)

• Sequential Estimation of the Parameter of a Stochastic Difference Equation with Random Coefficients
• Optimization of parameters of stationary models in a unitary space
• Linear difference equations for prediction filters
• Signal estimation for second-order vector difference equations
• Title not available (Why is that?)

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