Prediction and Regulation by Linear Least-Square Methods

E695662

"Prediction and Regulation by Linear Least-Square Methods" is a foundational monograph in stochastic control and time-series analysis that systematically develops linear least-squares techniques for prediction, filtering, and optimal regulation.

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Predicate Object
instanceOf book
monograph
scientific publication
approach least-squares estimation
linear filtering theory
linear prediction theory
audience graduate students
researchers in control theory
researchers in time-series analysis
characteristic foundational text
mathematically rigorous
theoretical
contribution foundational results in stochastic control
foundational results in time-series analysis
systematic development of linear least-squares techniques
unified treatment of prediction, filtering, and regulation
field control theory
signal processing
stochastic control
time-series analysis
focus discrete-time stochastic systems
linear dynamic models
influenced Kalman filtering literature
linear quadratic regulation methods
modern stochastic control theory
mainTopic filtering
linear least-squares methods
linear systems
optimal regulation
prediction
stochastic processes
mathematicalTool matrix theory
probability theory
random processes
usedIn control system design
econometrics
engineering
signal processing research

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Peter Whittle notableWork Prediction and Regulation by Linear Least-Square Methods