Optimal parameter estimates in regression models with special covariance structure and their use in two-factor experiments

zbMath0468.93069MaRDI QIDQ1156753

M. E. Shaikin, L. P. Sysoev

Publication date: 1981

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

zbMATH Keywords

covariance matrixregression modelsoptimal parameter estimatesobservation vectortwo-factor experimentsuniformly best unbiased estimatesvector signal

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Observability (93B07) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Stochastic systems in control theory (general) (93E03) Analysis of variance and covariance (ANOVA) (62J10)

Related Items (3)

Estimation of the matrices of parameters and covariations of the perturbation vectors in multidimensional discrete-time dynamic systems under special structure of the unknown covariance matrices ⋮ Identification of commutative covariance structures by successive testing of statistical hypotheses ⋮ To the optimal identification of multivariate systems under perturbations of unknown covariances

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