Markov approximation jointly with identification of a stochastic object

DOI10.1023/A:1024185515353zbMath1078.93572MaRDI QIDQ1778905

V. N. Fetisov

Publication date: 17 June 2005

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

zbMATH Keywords

accuracy of approximationautoregression processescontinuous-spectrum stationary processessampling of statistically data

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09) Identification in stochastic control theory (93E12)

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