State and parameter estimation for dynamic systems with colored noise: an accuracy approach based on the minimum discrepancy measure (Q3987147)
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scientific article; zbMATH DE number 30887
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | State and parameter estimation for dynamic systems with colored noise: an accuracy approach based on the minimum discrepancy measure |
scientific article; zbMATH DE number 30887 |
Statements
State and parameter estimation for dynamic systems with colored noise: an accuracy approach based on the minimum discrepancy measure (English)
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28 June 1992
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ARMA order determination criterion
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colored measurement noise
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minimum discrepancy measure
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Gaussian white noise
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algorithms
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