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On noncausal weighted least squares identification of nonstationary stochastic systems - MaRDI portal

On noncausal weighted least squares identification of nonstationary stochastic systems (Q642630)

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scientific article; zbMATH DE number 5964283
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English
On noncausal weighted least squares identification of nonstationary stochastic systems
scientific article; zbMATH DE number 5964283

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    On noncausal weighted least squares identification of nonstationary stochastic systems (English)
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    27 October 2011
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    system identification
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    nonstationary processes
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    noncausal estimation
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