Explicit solutions to the linear optimal estimation problem of discrete time invariant linear processes (Q3958361): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Explicit solutions to the linear optimal estimation problem of discrete time invariant linear processes |
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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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