The asymptotic minimum variance estimate of stationary linear single output processes (Q3927150): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 13:32, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The asymptotic minimum variance estimate of stationary linear single output processes |
scientific article |
Statements
The asymptotic minimum variance estimate of stationary linear single output processes (English)
0 references
1981
0 references
asymptotic minimum variance estimate
0 references
stationary linear single output processes
0 references
weak measurement noise
0 references
error covariance matrix of estimate
0 references
optimal Kalman gains
0 references
minimum- and nonminimum-phase systems
0 references
transfer function
0 references
multiinput systems
0 references
colored observation noise problems
0 references
optimal filter
0 references
