scientific article; zbMATH DE number 4072850

MaRDI QIDQ3804591zbMATH OpenFDO

Authors Seiichi Nakamori, Hidekatsu Tokumaru

Publication date 1988

zbMATH Keywords

identificationcovariance informationlinear time-variant systemsdiscrete-time stochastic model

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Analysis of variance and covariance (ANOVA) (62J10) Linear systems in control theory (93C05) Discrete-time control/observation systems (93C55) Identification in stochastic control theory (93E12)

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(3)

• Identification of linear stochastic systems based on partial information
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• Identification of linear stochastic models with covariance restrictions

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