• DocumentCode
    826596
  • 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
  • Volume
    23
  • Issue
    3
  • fYear
    1978
  • fDate
    6/1/1978 12:00:00 AM
  • Firstpage
    511
  • Lastpage
    512
  • 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;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/TAC.1978.1101767
  • Filename
    1101767
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=826596