Cauchy problem for least-squares estimation with semidegenerate covariance (Q1808498): Difference between revisions
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| Property / cites work: A view of three decades of linear filtering theory / rank | |||
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| Property / cites work: A new initial-value method for on-line filtering and estimation (Corresp.) / rank | |||
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| Property / cites work: An initial-value solution of the least-squares estimation problem with degenerate covariance / rank | |||
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| Property / cites work: Imbedding methods for the integral equations for the optimal control of time-lag systems. I: Parameter dependence / rank | |||
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Revision as of 10:39, 29 May 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Cauchy problem for least-squares estimation with semidegenerate covariance |
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Cauchy problem for least-squares estimation with semidegenerate covariance (English)
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23 May 2000
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A linear least squares filtering problem with a semidegenerate integral equation is considered. Through invariant imbedding it is reduced to a system of ordinary differential equations with initial conditions. Formulas are given for real time sequential computation of the optimal estimate.
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detection
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invariant imbedding
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integral equations
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least squares filtering
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