On system identification for linear minimum variance prediction or control

DOI10.1016/0005-1098(90)90039-KzbMath0708.93087OpenAlexW2071008529MaRDI QIDQ920917

Paul V. Kabaila

Publication date: 1990

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0005-1098(90)90039-k

zbMATH Keywords

linear minimum variance predictionnon-Gaussian noise processes

Mathematics Subject Classification ID

Least squares and related methods for stochastic control systems (93E24) Identification in stochastic control theory (93E12) Optimal stochastic control (93E20)

Cites Work

• Unnamed Item
• Identification of non-minimum phase linear stochastic systems
• Introduction to stochastic control theory
• Vector linear time series models
• On output-error methods for system identification
• Linear Statistical Inference and its Applications

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