Estimation of the matrices of parameters and covariations of the perturbation vectors in multidimensional discrete-time dynamic systems under special structure of the unknown covariance matrices (Q1956889)

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scientific article; zbMATH DE number 5790888
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English
Estimation of the matrices of parameters and covariations of the perturbation vectors in multidimensional discrete-time dynamic systems under special structure of the unknown covariance matrices
scientific article; zbMATH DE number 5790888

    Statements

    Estimation of the matrices of parameters and covariations of the perturbation vectors in multidimensional discrete-time dynamic systems under special structure of the unknown covariance matrices (English)
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    24 September 2010
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    multidimensional linear dynamic system
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    random perturbations
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    estimation of the matrix of system parameters
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