Dynamic realizations of sufficient sequences
From MaRDI portal
Publication:3709585
DOI10.1109/TIT.1985.1057092zbMath0585.62006MaRDI QIDQ3709585
Eduardo D. Sontag, Bradley W. Dickinson
Publication date: 1985
Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)
system; time series analysis; nonlinear filter; input/output map; autoregressive parameter estimation problem; state space of minimal dimension; sufficient sequence; time-varying discrete-time nonlinear
62M20: Inference from stochastic processes and prediction
93E11: Filtering in stochastic control theory
93E10: Estimation and detection in stochastic control theory
62B05: Sufficient statistics and fields
Related Items