Sequential algorithm for identification of parameters of an autoregressive process

DOI10.1109/TAC.1975.1101017zbMath0311.93050OpenAlexW2048869843MaRDI QIDQ4071130

M. M. Viswanathan, Mandyam D. Srinath

Publication date: 1975

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tac.1975.1101017

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) System identification (93B30) Estimation and detection in stochastic control theory (93E10)

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A comparative analysis of various least-squares identification algorithms

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