Likelihood ratio test for estimation of time-varying systems

DOI10.1080/00207178908953450zbMath0692.93068OpenAlexW2100989559MaRDI QIDQ3035223

Đani Juričić

Publication date: 1989

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207178908953450

zbMATH Keywords

time-dependent

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05)

Cites Work

• Stochastic processes and filtering theory
• Estimation of a dispersion parameter in discrete Kalman filtering
• Unnamed Item
• Unnamed Item

This page was built for publication: Likelihood ratio test for estimation of time-varying systems