Sequential least-squares prediction based on spectral analysis

DOI10.1080/00207167208803066zbMath0265.62018OpenAlexW2008039818WikidataQ126245724 ScholiaQ126245724MaRDI QIDQ5681426

H. Nicholson

Publication date: 1972

Published in: International Journal of Computer Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207167208803066

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Software, source code, etc. for problems pertaining to statistics (62-04) Linear regression; mixed models (62J05)

Cites Work

• Mean Square Truncation Error in Series Expansions of Random Functions
• The sequential estimation and detection of signals in normal noise. I
• Eigenvalue and eigenvector sensitivities in linear systems theory†

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