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State-space formulations for the tittered CARMA model - MaRDI portal

State-space formulations for the tittered CARMA model (Q4735099)

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scientific article; zbMATH DE number 4121868
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State-space formulations for the tittered CARMA model
scientific article; zbMATH DE number 4121868

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    State-space formulations for the tittered CARMA model (English)
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    1989
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    CARMA model
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    filtered controlled autoregressive moving average
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    innovations model
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    noise-free-measurement model
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    Kalman-filter-type model
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    general self tuning scheme
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