scientific article; zbMATH DE number 193291
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Publication:4040130
adaptive control algorithmscomplete and partial informationfeedbackfilteringlinear stochastic systems in discrete timeminimum- variance controlparameter estimationpredictionrecursive estimationself-tuningsmoothingstochastic realizationsystem identificationsystem modelling
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20) Applications of statistics to economics (62P20) Economic time series analysis (91B84) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to systems and control theory (93-01) Realizations from input-output data (93B15) 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) Filtering in stochastic control theory (93E11) Identification in stochastic control theory (93E12) Optimal stochastic control (93E20)
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