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zbMath0646.93061MaRDI QIDQ3791059

Chen, Hanfu, Lei Guo

Publication date: 1988

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

positive realness estimation error unmodelled dynamics extended least-squares (ELS) algorithm multivariable ARMAX systems pseudo- regression

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear inference, regression (62J99) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)

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