A unified solution to the singular and nonsingular linear minimum-variance estimation problem (Q3786376): 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/10.1109/9.1260 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W1980197551 / rank | |||
Normal rank | |||
Latest revision as of 00:40, 20 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)
0 references
1988
0 references
transfer function matrix
0 references
minimum-variance estimator
0 references
linear continuous- time system
0 references
Kalman-Bucy filter
0 references
spectral factorization
0 references
time-invariant
0 references
continuous-time
0 references
