Optimal performance criteria in identification problems

zbMath0513.93066MaRDI QIDQ1050962

Yakov Z. Tsypkin

Publication date: 1982

Published in: Automation and Remote Control (Search for Journal in Brave)

zbMATH Keywords

optimal loss functionoptimal mean loss identification criterion

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Robustness and adaptive procedures (parametric inference) (62F35) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12) Measures of information, entropy (94A17) Analysis of variance and covariance (ANOVA) (62J10)

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