d-step lattice-ladder predictor in terms of one-step lattice-ladder predictors

DOI10.1109/TAC.1984.1103543zbMath0532.93060OpenAlexW1964696253MaRDI QIDQ3315412

Ah Chung Tsoi, Brian D. O. Anderson

Publication date: 1984

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tac.1984.1103543

zbMATH Keywords

d-step lattice-ladder predictor

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10) Signal detection and filtering (aspects of stochastic processes) (60G35)

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