Adaptive Filtering Revisited

DOI10.2307/3009504zbMath0429.62067OpenAlexW4241903263MaRDI QIDQ3866976

Robert M. Oliver, Robert F. Nau

Publication date: 1979

Published in: The Journal of the Operational Research Society (Search for Journal in Brave)

Full work available at URL: https://escholarship.org/uc/item/9jq292jh

zbMATH Keywords

adaptive filteringKalman filterdynamic autoregressive model

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Filtering in stochastic control theory (93E11)

Related Items (2)

Recursive estimation of the observation and process noise covariances in online Kalman filtering ⋮ Analysis and simulation of strong earthquake ground motions using ARMA models

This page was built for publication: Adaptive Filtering Revisited