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

DOI10.1080/00207728108963775MaRDI QIDQ3929643zbMATH OpenOpenAlexFDO

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

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