scientific article; zbMATH DE number 63054

zbMATH Open0751.60038MaRDI QIDQ4008652FDOQ4008652

Authors: Bernard Bercu 

Publication date: 27 September 1992

Title of this publication is not available (Why is that?)

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zbMATH Keywords

almost sure rates of convergenceadaptive tracking problemsconsistency of the estimatormultivariate \textbf{ARMAX} modelmultivariate ARMAX model

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Least squares and related methods for stochastic control systems (93E24) Random operators and equations (aspects of stochastic analysis) (60H25)

Cited In (3)

• Weighted least squares and prediction
• First-order tracking properties of weighted least squares estimators
• Weighted Estimation and Tracking for ARMAX Models

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