INNOVATIONS APPROACH TO LEAST-SQUARES ESTIMATION .7. SOME APPLICATIONS OF VECTOR AUTOREGRESSIVE-MOVING AVERAGE MODELS

被引：17

作者：

AASNAES, HB

KAILATH, T

机构：

[1] AS INFORMASJONSKONTROLL,ASKER,NORWAY

[2] STANFORD UNIV,DEPT ELECT ENGN,STANFORD,CA 94305

来源：

关键词：

D O I：

10.1109/TAC.1973.1100412

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

引用

页码：601 / 607

页数：7

共 29 条

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[2] AASNAES HB, 1971, THESIS STANFORD U
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[5] ASTROM KJ, 1970, INTRO STOCHASTIC CON, pCH6
[6] BOX GEP, 1971, TIME SERIES FORECAST
[7] ESTIMATION USING SAMPLED DATA CONTAINING SEQUENTIALLY CORRELATED NOISE
BRYSON, AE
HENDRIKS.LJ
[J]. JOURNAL OF SPACECRAFT AND ROCKETS, 1968, 5 (06) : 662 - &
[8] BRYSON AE, 1965, IEE T AUTO CONTROL, VAC10, P4
[9] BRYSON AE, 1968, APPLIED OPTIMAL CONT
[10] BUCY RS, 1970, IEEE T AUT CONTROL, VAC15, P535