The estimation of a multivariate linear relation
โ Scribed by P.M. Robinson
- Book ID
- 103487263
- Publisher
- Elsevier Science
- Year
- 1977
- Tongue
- English
- Weight
- 741 KB
- Volume
- 7
- Category
- Article
- ISSN
- 0047-259X
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
Sequential procedures are proposed to estimate the unknown mean vector of a multivariate linear process of the form \(\mathbf{X}_{t}-\boldsymbol{\mu}=\sum_{j=0}^{x} A_{j} \mathbf{Z}_{i-j}\), where the \(\mathbf{Z}_{i}\) are i.i.d. \((0, \Sigma)\) with unknown covariance matrix \(\Sigma\). The propos
A recurslve algorithm is proposed for the identification of linear multwarmble systems Utdlzatlon of a canomcal state space model minimizes the number of parameters to be estimated The problem of tdentlficatlon in the presence of noise Is solved by using a recurslve generahzed least-squares method