Optimal observers for ARMA models

DOI10.1080/00207178708933989zbMath0635.93012OpenAlexW2063894679WikidataQ55969224 ScholiaQ55969224MaRDI QIDQ3775390

No author found.

Publication date: 1987

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

Full work available at URL: https://doi.org/10.1080/00207178708933989

zbMATH Keywords

ARMA modelstate-space formsoptimal discrete-time observer problem

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Discrete-time control/observation systems (93C55) Sampled-data control/observation systems (93C57) Canonical structure (93B10) Observability (93B07) Optimal stochastic control (93E20) Generalized coordinates; event, impulse-energy, configuration, state, or phase space for problems in mechanics (70G10)

Related Items (1)

Contraction of information in systems far from equilibrium

Cites Work

• Unnamed Item
• Unnamed Item
• On self tuning regulators
• Filtering Techniques in Self-Tuning
• Self-tuning regulators—a state space approach

This page was built for publication: Optimal observers for ARMA models