𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Estimation of Nonparametric Noise Models for Linear Dynamic Systems

✍ Scribed by Schoukens, J.; Pintelon, R.


Book ID
114631252
Publisher
IEEE
Year
2009
Tongue
English
Weight
665 KB
Volume
58
Category
Article
ISSN
0018-9456

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


Variance estimation for multivariate dyn
✍ Emanuel Barbosa; Jeff Harrison πŸ“‚ Article πŸ“… 1992 πŸ› John Wiley and Sons 🌐 English βš– 383 KB πŸ‘ 1 views

The problem of estimating unknown observational variances in multivariate dynamic linear models is considered. Conjugate procedures are possible for univariate models and also for special very restrictive common components models but they are not generally applicable. However, for clarity of operati