Time and lag recursive computation of cumulants from a state-space model
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Publication:3197742
DOI10.1109/9.45138zbMath0712.93070OpenAlexW2160965934MaRDI QIDQ3197742
Jerry M. Mendel, Ananthram Swami
Publication date: 1990
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1109/9.45138
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15) Multivariable systems, multidimensional control systems (93C35) Discrete-time control/observation systems (93C55)
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