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Least squares estimates in stochastic regression models with applications to identification and control of dynamic systems. (English) Zbl 0488.62071

MSC:
62M10 Time series, auto-correlation, regression, etc. in statistics (GARCH)
62J05 Linear regression; mixed models
93E12 Identification in stochastic control theory
60G42 Martingales with discrete parameter
93B30 System identification
93C40 Adaptive control/observation systems
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