Recursive estimation: A unified approach to the identification, estimation, and forecasting of hydrological systems

DOI10.1016/0096-3003(85)90039-6zbMath0583.93058OpenAlexW1986908562MaRDI QIDQ1070202

B. George

Publication date: 1985

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0096-3003(85)90039-6

zbMATH Keywords

forecasting procedureshydrological and water-resource systemsrecursive time-series analysis and estimationstochastic model structure identification

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05) Identification in stochastic control theory (93E12) Environmental economics (natural resource models, harvesting, pollution, etc.) (91B76) Ecology (92D40) Biological fluid mechanics (76Z99)

Related Items (3)

A review of Markov chain Monte Carlo and information theory tools for inverse problems in subsurface flow ⋮ An application of the Kalman filtering technique for streamflow forecasting in the Upper Murray Basin ⋮ Nonlinear set membership prediction of river flow

Cites Work

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• Recursive estimation and time-series analysis. An introduction
• Instrumental variable methods for system identification
• Parameter estimation for continuous-time models - a survey
• An instrumental variable method for model order identification
• Adaptive spectral factorization
• Recursive estimation of mixed autoregressive-moving average order
• Some observations on instrumental variable methods of time-series analysis
• Advanced methods of recursive time-series analysis
• SOME THEOREMS IN LEAST SQUARES
• A new look at the statistical model identification

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