Best Linear Unbiased Estimation by Recursive Methods

DOI10.1137/0114014zbMATH Open0137.13001OpenAlexW2027866449MaRDI QIDQ5510037FDOQ5510037

Authors: Marvin Blum 

Publication date: 1966

Published in: SIAM Journal on Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0114014

zbMATH Keywords

statistics

Cited In (2)

• On observability of stochastic discrete-time dynamic systems
• Some computer-aided estimators in stochastic control systems identification†

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