Title :
Corrections and extensions to "An innovations approach to least squares estimations--Part VII: Some applications of vector ARMA models"
Author :
Gupta, Neeraj ; Kailath, Thomas
Author_Institution :
Systems Control, Incorporated, Palo Alto, CA, USA
fDate :
6/1/1978 12:00:00 AM
Abstract :
In this technical note, we point out certain corrections to [1] and then give some extensions to its results for the prediction problem in ARMA models. The notation will follow closely that of [1].
Keywords :
Automatic control; Autoregressive processes; Control systems; Equations; Information systems; Laboratories; Least squares approximation; Predictive models; Steady-state; Technological innovation;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1978.1101767
