Linear system identification from nonstationary cross-sectional data

DOI10.1109/TAC.1979.1102037zbMath0408.93041OpenAlexW2130495417MaRDI QIDQ4196329

Robert L. Goodrich, Peter E. Caines

Publication date: 1979

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

Full work available at URL: https://doi.org/10.1109/tac.1979.1102037

zbMATH Keywords

IdentificationKalman FilterStrong ConsistencyAsymptotic NormalityLinear Time-Invariant SystemsNonstationary Observations

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Linear systems in control theory (93C05) Identification in stochastic control theory (93E12) Model systems in control theory (93C99)

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