Fast algorithm of Chandrasekhar type for ARMA model identification

DOI10.1016/0005-1098(92)90145-6zbMath0766.93014MaRDI QIDQ1194899

S. Singh

Publication date: 6 October 1992

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0005-1098(92)90145-6

zbMATH Keywords

Kalman filter; Chandrasekhar-type equations

Mathematics Subject Classification ID

93B30: System identification

Cites Work

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• Some new algorithms for recursive estimation in constant linear systems
• Efficient change of initial conditions, dual chandrasekhar equations, and some applications
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• Some new algorithms for recursive estimation in constant, linear, discrete-time systems
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