Adaptive sequential estimation with unknown noise statistics

DOI10.1109/TAC.1976.1101260zbMath0332.93071MaRDI QIDQ4099938

B. D. Tapley, Kenneth A. Myers

Publication date: 1976

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Mathematics Subject Classification ID

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

93C40: Adaptive control/observation systems

93C55: Discrete-time control/observation systems

93E10: Estimation and detection in stochastic control theory

93C05: Linear systems in control theory

60G35: Signal detection and filtering (aspects of stochastic processes)

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