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

zbMATH Open0691.93055MaRDI QIDQ583169FDOQ583169

Authors: Yu. A. Vasilevskij 

Publication date: 1989

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

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zbMATH Keywords

autoregression moving average modelparmeter estimation

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10)

Cited In (1)

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

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