New algorithms for estimation with sequentially correlated measurement noise †

DOI10.1080/00207727108920194MaRDI QIDQ5656661zbMATH OpenOpenAlexFDO

Authors

Publication date 1971

Published in International Journal of Systems Science. Principles and Applications of Systems and Integration (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00207727108920194

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Estimation and detection in stochastic control theory (93E10)

Cites work

• scientific article; zbMATH DE number 3306310 (Why is no real title available?)
• scientific article; zbMATH DE number 3403601 (Why is no real title available?)
• Reduced order Kalman filter†

Cited in

(2)

• Forecasting based on time series with correlated errors by information preserving filter Demand forecasting from information theory
• Error analysis of modeling and bias errors in continuous time state estimation

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