Stochastic processes in estimation theory
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Publication:4101700
DOI10.1109/TIT.1976.1055559zbMATH Open0334.93040OpenAlexW2111132411MaRDI QIDQ4101700FDOQ4101700
Authors: Adrian Segall 
Publication date: 1976
Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1109/tit.1976.1055559
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Estimation and detection in stochastic control theory (93E10) Stochastic integral equations (60H20)
Cited In (4)
- Recursive estimation of a discrete-time Markov chain
- Construction and applications of discrete-time smoothing error models
- An image-based filter for discrete-time Markovian jump linear systems
- A certainty equivalence principle based nonlinear separation control rule for random access channels: Stability and delay analysis
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