An innovations approach to least-squares estimation--Part VII: Some applications of vector autoregressive-moving average models

DOI10.1109/TAC.1973.1100412zbMath0273.93062MaRDI QIDQ5181187

Hans Bent Aasnaes, Thomas Kailath

Publication date: 1973

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

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10)

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