scientific article; zbMATH DE number 4135844

MaRDI QIDQ3469009zbMATHFDO

Authors

Publication date 1989

zbMATH Keywords

parameter estimationidentificationtime-series forecastingdiscrete-time signal processingdigital recursive algorithmsdiscrete-time systems analysisTrue Digital Control (TDC) system design

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Sequential estimation (62L12) Adaptive control/observation systems (93C40) Estimation and detection in stochastic control theory (93E10)

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