A matrix formulation for the estimation of weighting sequence matrix

DOI10.1080/00207727408920136zbMath0319.93033OpenAlexW2090929813MaRDI QIDQ4082641

Yasuyuki Funahashi, Kahei Nakamura

Publication date: 1974

Published in: International Journal of Systems Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207727408920136

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05)

Cites Work

• Errors in weighting sequence estimation†

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