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zbMath0459.93049MaRDI QIDQ3910407

F. Firoozan, David Q. Mayne

Publication date: 1979

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

zbMATH Keywords

least squares ARMA models

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05) Identification in stochastic control theory (93E12)

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Linear identification of ARMA processes, A new algorithm for recursive estimation of parameters in controlled ARMA processes, An overview of techniques for digital ensemble generation

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