Estimation of parameters in a partially whitened representation of a stochastic process
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Publication:4404752
DOI10.1109/TAC.1974.1100459zbMath0278.93033OpenAlexW2139798638MaRDI QIDQ4404752
Publication date: 1974
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1109/tac.1974.1100459
Estimation and detection in stochastic control theory (93E10) Signal detection and filtering (aspects of stochastic processes) (60G35) Information theory (general) (94A15) Stochastic analysis (60H99)
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