Weighted Estimation and Tracking for ARMAX Models
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Publication:4763540
DOI10.1137/S0363012992221803zbMath0829.93072MaRDI QIDQ4763540
Publication date: 18 May 1995
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
62M20: Inference from stochastic processes and prediction
60G42: Martingales with discrete parameter
93E24: Least squares and related methods for stochastic control systems
93E12: Identification in stochastic control theory
93E20: Optimal stochastic control
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