Estimation of spectral density of stochastic processes in identification, filtering, and prediction

DOI10.1007/BF01068772zbMATH Open0559.62077OpenAlexW2039488674MaRDI QIDQ5185872

Myhajlo P. Semesenko

Publication date: 1983

Published in: Cybernetics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01068772

zbMATH Keywords

predictionidentificationsimulation resultsfilteringreal timerealizationestimate of the convergence rateestimation of the spectral densitysmoothing windows

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Inference from stochastic processes and spectral analysis (62M15) Probabilistic methods, stochastic differential equations (65C99)

Cites Work

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