On the nonstationary covariance realization problem
- 1 October 1979
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Automatic Control
- Vol. 24 (5), 765-770
- https://doi.org/10.1109/tac.1979.1102168
Abstract
No abstract availableKeywords
This publication has 11 references indexed in Scilit:
- Linear system identification from nonstationary cross-sectional dataIEEE Transactions on Automatic Control, 1979
- The Strong Consistency of Maximum Likelihood Estimators for ARMA ProcessesThe Annals of Statistics, 1979
- Extended Levinson and Chandrasekhar equations for general discrete-time linear estimation problemsIEEE Transactions on Automatic Control, 1978
- Decidability criteria for the similarity problem, with applications to the moduli of linear dynamical systemsAdvances in Mathematics, 1977
- Prediction error identification methods for stationary stochastic processesIEEE Transactions on Automatic Control, 1976
- On consistency and identifiabilityPublished by Springer Nature ,1976
- Stochastic theory of minimal realizationIEEE Transactions on Automatic Control, 1974
- Maximum likelihood estimation of parameters in multivariate Gaussian stochastic processes (Corresp.)IEEE Transactions on Information Theory, 1974
- Editorial: Effective construction of linear state-variable models from input/output functionsat – Automatisierungstechnik, 1966
- Note on the Consistency of the Maximum Likelihood EstimateThe Annals of Mathematical Statistics, 1949