scientific article; zbMATH DE number 193291
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Publication:4040130
zbMATH Open0658.93003MaRDI QIDQ4040130FDOQ4040130
Authors: Peter E. Caines 
Publication date: 5 June 1993
Title of this publication is not available (Why is that?)
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parameter estimationpredictionsmoothingrecursive estimationsystem identificationfeedbackfilteringsystem modellingstochastic realizationadaptive control algorithmsself-tuningcomplete and partial informationlinear stochastic systems in discrete timeminimum- variance control
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20) Economic time series analysis (91B84) Filtering in stochastic control theory (93E11) Linear systems in control theory (93C05) Adaptive control/observation systems (93C40) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12) Optimal stochastic control (93E20) Realizations from input-output data (93B15) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to systems and control theory (93-01)
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