Parameter estimation for auto-regressive systems with missing observations—Part II

DOI10.1080/00207728108963775zbMATH Open0473.93064OpenAlexW4246235966MaRDI QIDQ3929643FDOQ3929643

Authors: P. B. McGiffin, D. N. Prabhakar Murthy 

Publication date: 1981

Published in: International Journal of Systems Science. Principles and Applications of Systems and Integration (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207728108963775

zbMATH Keywords

parameter estimationsimulationmissing observationsobservation noiseauto-regressive systems

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10)

Cites Work

• Parameter estimation for auto-regressive systems with missing observations

Cited In (2)

• Performance of Kalman filter with missing measurements
• Maximum likelihood estimation of linear SISO models subject to missing output data and missing input data

This page was built for publication: Parameter estimation for auto-regressive systems with missing observations—Part II

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3929643)