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A generalized least-squares model

โœ Scribed by Helmut Moritz

Book ID
112787416
Publisher
Springer
Year
1970
Tongue
English
Weight
413 KB
Volume
14
Category
Article
ISSN
0039-3169

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๐Ÿ“œ SIMILAR VOLUMES

Generalized least squares innovation rep
Generalized least squares innovation representation
โœ I. Bencsik; Gy. Michaletzky ๐Ÿ“‚ Article ๐Ÿ“… 1988 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 414 KB

In this paper we shouldlike to give a unified approach to the stochastic realization problem of finite dimensional discrete time stochastic systems . The generalized least squares innovation representation /GLS IR/ developed in the paper has diagonal error covariance matrix in tie state space and or