A generalized pseudoinverse algorithm for unbiased parameter estimation
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Publication:4079454
DOI10.1080/00207727508941889zbMath0317.93058WikidataQ126247115 ScholiaQ126247115MaRDI QIDQ4079454
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Publication date: 1975
Published in: International Journal of Systems Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207727508941889
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
93B30: System identification
93C55: Discrete-time control/observation systems
93E10: Estimation and detection in stochastic control theory
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