PREDICTION ERROR IDENTIFICATION METHODS FOR STATIONARY STOCHASTIC-PROCESSES

[11] CLARK JMC, CONSISTENT SELECTION

[12] Cramer H., 1967, STATIONARY RELATED S

[13] CANONICAL FORMS FOR IDENTIFICATION OF MULTIVARIABLE LINEAR-SYSTEMS [J]. IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1974, AC19 (06) : 646 - 656

[14] Doob J. L., 1953, STOCHASTIC PROCESSES, V101

[15] Kalman R.E., 1961, J BASIC ENG-T ASME, V83, P95, DOI [10.1115/1.3658902, DOI 10.1115/1.3658902]

[16] KALMAN RE, 1969, TOPICS MATHEMATICAL

[17] KENDALL MG, 1967, ADV THEORY STATISTIC, V2

[18] LJUNG L, 1975, JUN C STOCH SYST LEX

[19] LJUNG L, 1974, 7405 LUND I TECH DIV

[20] Ljung L, SYSTEM IDENTIFICATIO

[11] CLARK JMC, CONSISTENT SELECTION

[12] Cramer H., 1967, STATIONARY RELATED S

[13] CANONICAL FORMS FOR IDENTIFICATION OF MULTIVARIABLE LINEAR-SYSTEMS [J]. IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1974, AC19 (06) : 646 - 656

[14] Doob J. L., 1953, STOCHASTIC PROCESSES, V101

[15] Kalman R.E., 1961, J BASIC ENG-T ASME, V83, P95, DOI [10.1115/1.3658902, DOI 10.1115/1.3658902]

[16] KALMAN RE, 1969, TOPICS MATHEMATICAL

[17] KENDALL MG, 1967, ADV THEORY STATISTIC, V2

[18] LJUNG L, 1975, JUN C STOCH SYST LEX

[19] LJUNG L, 1974, 7405 LUND I TECH DIV

[20] Ljung L, SYSTEM IDENTIFICATIO