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JOURNALS // Avtomatika i Telemekhanika // Archive

Avtomat. i Telemekh., 1991 Issue 6, Pages 66–76 (Mi at4195)

Stochastic Systems

Optimal and robust estimation of slowly drifting parameters of a linear regression process

A. V. Nazin, A. B. Yuditskiĭ

Institute of Control Sciences, Moscow

UDC: 518.23

MSC: Primary 62J05; Secondary 62F35


Received: 04.01.1990


 English version:
Automation and Remote Control, 1991, 52:6, 798–807

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© Steklov Math. Inst. of RAS, 2026