Explicit solutions to the linear optimal estimation problem of discrete time invariant linear processes (Q3958361): Difference between revisions
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| Property / author: Uri Shaked / rank | |||
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| Property / MaRDI profile type: MaRDI publication profile / rank | |||
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| Property / full work available at URL: https://doi.org/10.1080/00207178208932926 / rank | |||
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| Property / OpenAlex ID: W2078050262 / rank | |||
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| Property / cites work: Solution of the discrete-time stochastic optimal control problem in the 2-domain / rank | |||
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| Property / cites work: Q4401802 / rank | |||
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| Property / cites work: A transfer function approach to the linear discrete stationary filtering and the steady-state discrete optimal control problems / rank | |||
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Latest revision as of 16:55, 13 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Explicit solutions to the linear optimal estimation problem of discrete time invariant linear processes |
scientific article |
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Explicit solutions to the linear optimal estimation problem of discrete time invariant linear processes (English)
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1982
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linear optimal estimation
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mixed time-and z-domain approach
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Kalman gain
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minimum error covariance matrix
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filtering problem with finite number of measurements
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optimal discrete smoothing
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