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Adaptive estimation in the presence of order and parameter changes - MaRDI portal

Adaptive estimation in the presence of order and parameter changes (Q3363211)

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Adaptive estimation in the presence of order and parameter changes
scientific article

    Statements

    title
    Adaptive estimation in the presence of order and parameter changes (English)
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    publication date
    1989
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    zbMATH Keywords
    ARMA model
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    Kalman filter
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    algorithm
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    Identifiers

    Mathematics Subject Classification ID
    93E12
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    93E10
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    93E35
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    93E11
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    zbMATH DE Number
    4215864
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    OpenAlex ID
    W2003438327
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