Covariance Matching for Continuous-Time Errors-in-Variables Problems
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Publication:5347761
DOI10.1109/TAC.2011.2125090zbMath1368.93690OpenAlexW2172149450MaRDI QIDQ5347761
Torsten Söderström, Magnus Mossberg
Publication date: 25 August 2017
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1109/tac.2011.2125090
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Estimation and detection in stochastic control theory (93E10)
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