ARMA system identification via the Cholesky least squares method

DOI10.1109/TAC.1978.1101804zbMath0381.93017OpenAlexW2161048700MaRDI QIDQ4161159

Peter E. Caines, T. W. Brotherton

Publication date: 1978

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

Full work available at URL: https://doi.org/10.1109/tac.1978.1101804

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) System identification (93B30)

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