Recursive multivariate time-series analysis with the inputs split into subsets with separate matrix transfer functions

DOI10.1080/00207178208932883zbMath0485.93058OpenAlexW2167466070MaRDI QIDQ3946043

P. F. Davis

Publication date: 1982

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

Full work available at URL: https://doi.org/10.1080/00207178208932883

zbMATH Keywords

recursive estimationinstrumental variable algorithmmultiple input-output time series model

Mathematics Subject Classification ID

Cites Work

• Refined instrumental variable methods of recursive time-series analysis Part II. Multivariable systems
• Instrumental Variable Algorithms for Multiple Input Systems Described by Multiple Transfer Functions
• Refined instrumental variable methods of recursive time-series analysis Part III. Extensions

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