Feedback between stationary stochastic processes
- 1 August 1975
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Automatic Control
- Vol. 20 (4) , 498-508
- https://doi.org/10.1109/tac.1975.1101008
Abstract
No abstract availableThis publication has 14 references indexed in Scilit:
- Identification of linear, multivariable systems operating under linear feedback controlIEEE Transactions on Automatic Control, 1974
- Maximum likelihood estimation of parameters in multivariate Gaussian stochastic processes (Corresp.)IEEE Transactions on Information Theory, 1974
- Causality or driving in electrophysiological signal analysisMathematical Biosciences, 1972
- On the problem of ambiguities in maximum likelihood identificationAutomatica, 1971
- Properties of infinite covariance matrices and stability of optimum predictorsInformation Sciences, 1969
- On the use of a linear model for the identification of feedback systemsAnnals of the Institute of Statistical Mathematics, 1968
- On the factorization of rational matricesIEEE Transactions on Information Theory, 1961
- A New Approach to Linear Filtering and Prediction ProblemsJournal of Basic Engineering, 1960
- The prediction theory of multivariate stochastic processes: I. The regularity conditionActa Mathematica, 1957
- Note on the Consistency of the Maximum Likelihood EstimateThe Annals of Mathematical Statistics, 1949