scientific article; zbMATH DE number 63054

MaRDI QIDQ4008652zbMATHFDO

Authors Bernard Bercu

Publication date 27 September 1992

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)

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Cited in

(3)

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

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