Comparison of various methods for estimating the parameters characterizing noise in discrete time dynamical systems

DOI10.1080/00207727408920081zbMath0274.93053OpenAlexW2108569559MaRDI QIDQ5183360

D. N. Prabhakar Murthy

Publication date: 1974

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

Full work available at URL: https://doi.org/10.1080/00207727408920081

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10)

Cites Work

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• Estimation and information in stationary time series
• EFFICIENT ESTIMATION OF PARAMETERS IN MOVING-AVERAGE MODELS
• On Durbin's formula for the limiting generalized variance of a sample of consecutive observations from a moving-average process
• The estimation of mixed moving average autoregressive systems
• SOME THEOREMS ON TIME SERIES. I

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