Automatic variance control and variance estimation loops

DOI10.1007/BF01204918zbMath0994.93058MaRDI QIDQ5957031

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Publication date: 24 September 2002

Published in: Circuits, Systems, and Signal Processing (Search for Journal in Brave)

zbMATH Keywords

adaptive filtersAVCvariance controlvariance estimation

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10) Least squares and related methods for stochastic control systems (93E24)

Related Items (2)

Control systems approach to the sample inverse covariance matrix ⋮ Filtering, smoothing and prediction using a control-loop spectral factorization method for coloured noise

Cites Work

• Recursive estimation and time-series analysis. An introduction
• Unnamed Item

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