Optimal linear recursive estimation with uncertain system parameters
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Publication:4094729
DOI10.1109/TAC.1976.1101179zbMath0328.93022OpenAlexW2053716440MaRDI QIDQ4094729
Publication date: 1976
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1109/tac.1976.1101179
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05)
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