A predictive demand model for systems planning, using noisy realization theory

DOI10.1016/0005-1098(88)90114-8zbMath0655.93072OpenAlexW1994576052WikidataQ58393631 ScholiaQ58393631MaRDI QIDQ1109747

Lov Kumar Kher, Soroosh Sorooshian

Publication date: 1988

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0005-1098(88)90114-8

zbMATH Keywords

algorithmIdentificationdemand modelmultiple input-single output dynamic noise-in-variable modelprediction schemesystems planning

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84) Stochastic programming (90C15) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)

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