Signal estimation for second-order vector difference equations

DOI10.1109/TAC.1985.1104048zbMath0564.93062OpenAlexW2105338403MaRDI QIDQ3679083

N. Harris Mcclamroch, Ahmed I. Iskanderani

Publication date: 1985

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

Full work available at URL: https://doi.org/10.1109/tac.1985.1104048

zbMATH Keywords

innovationslinear estimation problemlinear second-order vector difference equationone-stage prediction estimatorwhite-noise input

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Filtering in stochastic control theory (93E11) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05) Additive difference equations (39A10)

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