Autoregressive and adaptive estimation with an application to hurricane track prediction

DOI10.1080/00207729508929137zbMath0835.93057OpenAlexW1981087651MaRDI QIDQ4852959

Nazario D. Ramirez-Beltran

Publication date: 18 March 1996

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

Full work available at URL: https://doi.org/10.1080/00207729508929137

zbMATH Keywords

Kalman filterdetectionautoregressive processautoregressive moving- average

Mathematics Subject Classification ID

Application models in control theory (93C95) Estimation and detection in stochastic control theory (93E10) Model systems in control theory (93C99)

Cites Work

• Detection and diagnosis of changes in the eigenstructure of nonstationary multivariable systems
• Recursive estimation and time-series analysis. An introduction
• Detecting changes in signals and systems - a survey
• A survey of design methods for failure detection in dynamic systems
• Recursive fading memory filtering
• Detection filter design: Spectral theory and algorithms
• Detecting changes in the ar parameters of a nonstationary arma process
• The asymptotic local approach to change detection and model validation
• Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models
• Some Theorems on Quadratic Forms Applied in the Study of Analysis of Variance Problems, I. Effect of Inequality of Variance in the One-Way Classification
• Adaptive filtering
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