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A generalization of least squares estimation. (English) Zbl 0524.93061

Control science and technology for the progress of society, Proc. 8th trienn. World Congr. IFAC, Kyoto 1981, Vol. 1, Control theory, 605-610 (1982).

MSC:

93E10 Estimation and detection in stochastic control theory
62J10 Analysis of variance and covariance (ANOVA)
93E12 Identification in stochastic control theory
93E25 Computational methods in stochastic control (MSC2010)

Citations:

Zbl 0518.00012