Identification and filtering

DOI10.1007/BF01744585zbMath0538.93059OpenAlexW1971207176MaRDI QIDQ3325597

R. S. Bucy

Publication date: 1983

Published in: Mathematical Systems Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01744585

zbMATH Keywords

asymptotic behaviorreflection coefficientsdiscrete Riccati equationautoregressive moving averagedegenerate filtering

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) Signal detection and filtering (aspects of stochastic processes) (60G35) Matrix equations and identities (15A24) Identification in stochastic control theory (93E12)

Related Items (2)

ARMA identification ⋮ Digital synthesis of non-linear filters

Cites Work

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