Stochastic processes in estimation theory

DOI10.1109/TIT.1976.1055559MaRDI QIDQ4101700zbMATH OpenOpenAlexFDO

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

Mathematics Subject Classification ID

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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