scientific article

zbMath0605.93049MaRDI QIDQ3744062

Randolph L. Moses

Publication date: 1986

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

maximum likelihood estimatesstochastic realizationautocovariance samplesstable state space modelweighted quadratic error function

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05) Optimal stochastic control (93E20) Stochastic systems in control theory (general) (93E03) Analysis of variance and covariance (ANOVA) (62J10) Realizations from input-output data (93B15)

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