Sequential algorithm for identification of parameters of an autoregressive process

DOI10.1109/TAC.1975.1101017MaRDI QIDQ4071130zbMATH OpenOpenAlexFDO

Authors Mandyam D. Srinath, M. M. Viswanathan

Publication date 1975

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/tac.1975.1101017

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) System identification (93B30) Estimation and detection in stochastic control theory (93E10)

Cited in

(1)

• A comparative analysis of various least-squares identification algorithms

This page was built for publication: Sequential algorithm for identification of parameters of an autoregressive process

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4071130)