Confidence estimation of autoregressive parameters based on noisy data
We consider the problem of estimating the parameters of an autoregressive process based on observations with additive noise. A sequential method has been developed for constructing a fixed-size confidence domain with a given confidence factor for a vector of unknown parameters based on a finite samp...
| Published in: | Automation and remote control Vol. 82, № 6. P. 1030-1048 |
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| Format: | Article |
| Language: | English |
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| Online Access: | http://vital.lib.tsu.ru/vital/access/manager/Repository/koha:000901385 Перейти в каталог НБ ТГУ |