Analysis of time varying parameter models

DOI10.1017/S0004972700011199zbMath0421.93066MaRDI QIDQ3855066

Katsuto Tanaka

Publication date: 1979

Published in: Bulletin of the Australian Mathematical Society (Search for Journal in Brave)

zbMATH Keywords

identificationKalman filterestimatetime varying parameter models

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12) Model systems in control theory (93C99)

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