State and parameter estimation for dynamic systems with colored noise: an accuracy approach based on the minimum discrepancy measure
DOI10.1109/9.85061zbMath0753.93077OpenAlexW1969003516MaRDI QIDQ3987147
Publication date: 28 June 1992
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1109/9.85061
algorithmsGaussian white noisecolored measurement noiseARMA order determination criterionminimum discrepancy measure
Hypothesis testing in multivariate analysis (62H15) Discrete-time control/observation systems (93C55) Identification in stochastic control theory (93E12) Stochastic systems in control theory (general) (93E03)
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