Finite-Data Algorithms for Approximate Stochastic Realization

Author:

Vaccaro Richard J.

Publisher

Springer US

Reference27 articles.

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3. M. Gevers and W.R.E Wouters, Journal A vol. 19, pp. 90–110, 1978.

4. B.D.O. Anderson and J.B. Moore, Optimal Filtering, Prentice-Hall, Englewood- Cliffs, 1979.

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1. Price forecasting with state-space models of nonstationary time series: case of the Japanese salmon market;Computers & Mathematics with Applications;1994-03

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