Lectures on linear least-squares estimation
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Publication:1251441
zbMath0391.62068MaRDI QIDQ1251441
Publication date: 1976
Published in: CISM International Centre for Mechanical Sciences. Courses and Lectures (Search for Journal in Brave)
Arma ModelsContinuous-Time Constant-Parameter ModelsDiscrete-Time Recursive EstimationFast AlgorithmsKalman FilterLinear Least-Squares EstimationMultivariate ProblemsTime SeriesWiener Filters
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Filtering in stochastic control theory (93E11) Stationary stochastic processes (60G10) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01)
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