A METHOD FOR THE IDENTIFICATION OF STATIONARY LINEAR SYSTEMS AND RANDOM SEQUENCES,

Abstract

A class of recursive schemes was proposed previously for the identification of general linear stationary systems. The purpose is to explore, in greater detail, the properties of this class of identification methods and to fill in some of the omitted proofs in the earlier note. (Author)

Document Details

Document Type
Technical Report
Publication Date
Apr 30, 1963
Accession Number
AD0423280

Entities

People

  • Yu-chi Ho

Organizations

  • Harvard University

Tags

DTIC Thesaurus Topics

  • Identification
  • Linear Systems
  • Stationary

Fields of Study

  • Mathematics

Readers

  • Statistical inference.
  • Systems Analysis and Design