The asymptotic minimum variance estimate of stationary linear single output processes (Q3927150): Difference between revisions
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Latest revision as of 08:31, 30 July 2024
scientific article
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English | The asymptotic minimum variance estimate of stationary linear single output processes |
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Statements
The asymptotic minimum variance estimate of stationary linear single output processes (English)
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1981
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asymptotic minimum variance estimate
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stationary linear single output processes
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weak measurement noise
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error covariance matrix of estimate
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optimal Kalman gains
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minimum- and nonminimum-phase systems
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transfer function
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multiinput systems
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colored observation noise problems
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optimal filter
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