DocumentCode
831777
Title
On resolution and exponential discrimination between Gaussian stationary vector processes and dynamic models
Author
Kazakos, Dimitri
Author_Institution
University of Massachusetts, Amherst, MA, USA
Volume
25
Issue
2
fYear
1980
fDate
4/1/1980 12:00:00 AM
Firstpage
294
Lastpage
296
Abstract
We derive new necessary and sufficient conditions for exponentially convergent discrimination between two stationary vector Gaussian processes, and relate them to previously studied conditions for parameter identifiability and consistent discrimination.
Keywords
Decision procedures; Gaussian processes; Linear systems, stochastic discrete-time; Parameter identification; Bayesian methods; Convergence; Covariance matrix; Error correction; Fasteners; Gaussian processes; Probability density function; Sufficient conditions;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/TAC.1980.1102275
Filename
1102275
Link To Document