Explicit solutions to the linear optimal estimation problem of discrete time invariant linear processes (Q3958361): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1080/00207178208932926 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2078050262 / rank | |||
Normal rank |
Revision as of 00:59, 20 March 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 |
Statements
Explicit solutions to the linear optimal estimation problem of discrete time invariant linear processes (English)
0 references
1982
0 references
linear optimal estimation
0 references
mixed time-and z-domain approach
0 references
Kalman gain
0 references
minimum error covariance matrix
0 references
filtering problem with finite number of measurements
0 references
optimal discrete smoothing
0 references