Some new algorithms for recursive estimation in constant linear systems
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Publication:4110895
DOI10.1109/TIT.1973.1055104zbMath0342.93053OpenAlexW2146382756MaRDI QIDQ4110895
Publication date: 1973
Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1109/tit.1973.1055104
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Estimation and detection in stochastic control theory (93E10) Communication theory (94A05)
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