Maximum likelihood based recursive parameter estimation for controlled autoregressive ARMA systems using the data filtering technique (Q1660826)

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scientific article; zbMATH DE number 6919158
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Maximum likelihood based recursive parameter estimation for controlled autoregressive ARMA systems using the data filtering technique
scientific article; zbMATH DE number 6919158

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    Maximum likelihood based recursive parameter estimation for controlled autoregressive ARMA systems using the data filtering technique (English)
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    16 August 2018
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    maximum likelihood based recursive parameter estimation
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    controlled autoregressive ARMA systems
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    data filtering
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    least squares parameter estimation algorithm
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