Young, Peter C., 1939-

Recursive estimation and time-series analysis: an introduction/ Peter Young. - Berlin ; New York: Springer-Verlag, 1984. - 300 p.: ill.; 25 cm. - Communications and control engineering series. .

Based on lecture notes originally prepared for a NATO summer school on "The theory and practice of systems modelling and identification" held July 17-28, 1972, at the Ecole nationale supérieure de l'áeronautique et de l'espace. Includes indexes.

Bibliography: p. 281-290.

0387136770 (U.S.)

84014078


Estimation theory.
Time-series analysis

519.5 / Y68r