New Approach to Noncausal Identification of Nonstationary Stochastic FIR Systems Subject to Both Smooth and Abrupt Parameter Changes

DOI10.1109/TAC.2013.2238995zbMath1369.93674MaRDI QIDQ5353280

Szymon Gackowski, Maciej Niedźwiecki

Publication date: 8 September 2017

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

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Point estimation (62F10) Identification in stochastic control theory (93E12)

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