Some features of generalized least squares method for identification of Markov stochastic processes

zbMath0795.93106MaRDI QIDQ1178666

U. N. Brimkulov

Publication date: 26 June 1992

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

zbMATH Keywords

method of least squareslinear modelexamplesMarkov random processes

Mathematics Subject Classification ID

Least squares and related methods for stochastic control systems (93E24) Identification in stochastic control theory (93E12)

Related Items (1)

Matrices whose inverses are tridiagonal, band or block-tridiagonal and their relationship with the covariance matrices of a random Markov process

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