scientific article; zbMATH DE number 4135844

zbMATH Open0693.93073MaRDI QIDQ3469009FDOQ3469009

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Publication date: 1989

Title of this publication is not available (Why is that?)

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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)

Cited In (3)

• A unified approach to environmental systems modeling
• A systems approach to recursive economic forecasting and seasonal adjustment
• Theoretical and practical aspects of the convergence of the SRIVC estimator for over-parameterized models

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