A unified solution to the singular and nonsingular linear minimum-variance estimation problem (Q3786376): Difference between revisions
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Revision as of 12:40, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A unified solution to the singular and nonsingular linear minimum-variance estimation problem |
scientific article |
Statements
A unified solution to the singular and nonsingular linear minimum-variance estimation problem (English)
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1988
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transfer function matrix
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minimum-variance estimator
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linear continuous- time system
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Kalman-Bucy filter
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spectral factorization
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time-invariant
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continuous-time
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