Linear dynamic recursive estimation from the viewpoint of regression analysis

Journal of the American Statistical Association

Volumn 67, Issue 340, 1972, Pages 815-821

  Duncan, D B ^a   Horn, S D ^a  

^a JOHNS HOPKINS UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0000984609     PISSN: 01621459     EISSN: 1537274X     Source Type: Journal    
DOI: 10.1080/01621459.1972.10481299     Document Type: Article

References (9)

1. Bose, R.C., personal communication, 1956.
2. Burnett, Thomas D. and Guthrie, Donald, “Estimation of Stationary Stochastic Regression Parameters,” Journal of the American Statistical Association, 65 (December 1970), 1547–53.
3. Doob, J.L., Stochastic Processes, New York: John Wiley and Sons, Inc., 1953.
4. Hartigan, J.A., “Linear Bayesian Methods,” Journal of the Royal Statistical Society, Ser. B, 31 (No. 3, 1969), 446–54.
5. Kalman, R.E., “New Methods in Wiener Filtering Theory,” in J.L. Bodanoff and F. Kozin, eds., Proceedings of the First Symposium on Engineering Applications of Random Function Theory and Probability, New York: John Wiley and Sons, Inc., 1963, 270–388.
6. ——, “A New Approach to Linear Filtering and Prediction Problems,” Transactions ASME Journal of Basic Engineering, 82 (March 1960), 35–45.
7. Rao, C. Radhakrishna, Linear Statistical Inference and its Applications, New York: John Wiley and Sons, Inc., 1965, 192–3.
8. Sage, Andrew P., Optimum Systems Control, Englewood Cliffs, N.J.: Prentice-Hall, Inc., 1968, 265–75.
9. Sorenson, H.W., “Kalman Filtering Techniques,” in C.T. Leondis, ed., Advances in Control Systems, 3, New York: Academic Press, 1966, 219–92.