Scattering theory and linear least squares estimation. II: Discrete-time problems

DOI10.1016/0016-0032(76)90133-2zbMath0329.93031OpenAlexW2095337693MaRDI QIDQ1227692

Lennart Ljung, Thomas Kailath, Benjamin Friedlander

Publication date: 1976

Published in: Journal of the Franklin Institute (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0016-0032(76)90133-2

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Estimation and detection in stochastic control theory (93E10) Signal detection and filtering (aspects of stochastic processes) (60G35)

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