scientific article; zbMATH DE number 3634129

zbMath0407.93050MaRDI QIDQ4194843

A. Vieira, Thomas Kailath, Martin Morf

Publication date: 1979

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Least-Squares EstimationNonstationary ProcessesGeneralized Levinson AlgorithmOrthogonal Transformation

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Model systems in control theory (93C99)

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