Adaptive Filtering Revisited

DOI10.2307/3009504zbMATH Open0429.62067OpenAlexW4241903263MaRDI QIDQ3866976FDOQ3866976

Authors: Robert M. Oliver, Robert Nau 

Publication date: 1979

Published in: The Journal of the Operational Research Society (Search for Journal in Brave)

Full work available at URL: https://escholarship.org/uc/item/9jq292jh

zbMATH Keywords

Kalman filteradaptive filteringdynamic autoregressive model

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Estimation in multivariate analysis (62H12) Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11)

Cited In (2)

• Recursive estimation of the observation and process noise covariances in online Kalman filtering
• Analysis and simulation of strong earthquake ground motions using ARMA models

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