Dynamic realizations of sufficient sequences

DOI10.1109/TIT.1985.1057092zbMath0585.62006OpenAlexW2151101977MaRDI QIDQ3709585

Bradley W. Dickinson

Publication date: 1985

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tit.1985.1057092

zbMATH Keywords

systemtime series analysisnonlinear filterinput/output mapautoregressive parameter estimation problemstate space of minimal dimensionsufficient sequencetime-varying discrete-time nonlinear

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10) Sufficient statistics and fields (62B05)

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