RECURSIVE ESTIMATION1

DOI10.1111/J.1467-842X.1976.TB00965.XzbMath0404.62064OpenAlexW4239794398MaRDI QIDQ4190004

James E. Reinmuth

Publication date: 1976

Published in: Australian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-842x.1976.tb00965.x

zbMATH Keywords

Linear Regression ModelRecursive EstimationKalman State Estimator

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10) Sequential estimation (62L12)

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