Arma Splines, System Inverses, and Least-Squares Estimates

DOI10.1137/0317038zbMATH Open0418.93087OpenAlexW1973515889MaRDI QIDQ3852086FDOQ3852086

Authors: Howard L. Weinert, Uday B. Desai, Gursharan Singh Sidhu 

Publication date: 1979

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0317038

zbMATH Keywords

stochastic processesleast-squares estimatesArma splinessystem inverses

Mathematics Subject Classification ID

Spline approximation (41A15) Estimation and detection in stochastic control theory (93E10) Data smoothing in stochastic control theory (93E14)

Cited In (6)

• The derivation of structural properties of LM-g splines by necessary condition of optimal control
• A method of orthogonal directions. III: Estimation algorithms of Chandrasekhar and Cholesky types for discrete-time, nonconstant models
• A variational approach to splines
• A stochastic framework for recursive computation of spline functions. II: Smoothing splines
• Closed-form solutions of a general inequality-constrained lq optimal control problem
• Approximate regression models and splines

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