Publication:3804591

zbMath0656.93076MaRDI QIDQ3804591

Seiichi Nakamori, Hidekatsu Tokumaru

Publication date: 1988

zbMATH Keywords

identification; covariance information; linear time-variant systems; discrete-time stochastic model

Mathematics Subject Classification ID

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

93C55: Discrete-time control/observation systems

93C05: Linear systems in control theory

93E12: Identification in stochastic control theory

62J10: Analysis of variance and covariance (ANOVA)