Optimality in identification of linear plants

DOI10.1080/00207728308926442zbMath0502.93073OpenAlexW2014969802MaRDI QIDQ3968868

Yakov Z. Tsypkin

Publication date: 1983

Published in: International Journal of Systems Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207728308926442

zbMATH Keywords

prior informationidentification algorithmforecasting modelidentification performance criterion

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear systems in control theory (93C05) Signal detection and filtering (aspects of stochastic processes) (60G35) Identification in stochastic control theory (93E12) Survival analysis and censored data (62N99)

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