Estimating the spectrum of a discrete-time stochastic process by an instrumental variable method

MaRDI QIDQ583169zbMATH OpenFDO

Authors Yu. A. Vasilevskij

Publication date 1989

Published in Automation and Remote Control (Search for Journal in Brave)

zbMATH Keywords

autoregression moving average modelparmeter estimation

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10)

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Cited in

(1)

• On instrumental variable estimation of sinusoid frequencies and the parsimony principle

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