Optimal filtering over linear observations with unknown parameters
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Publication:602665
DOI10.1016/J.JFRANKLIN.2010.01.006zbMath1201.93121OpenAlexW2099811287MaRDI QIDQ602665
Dario Calderon-Alvarez, Michael V. Basin
Publication date: 5 November 2010
Published in: Journal of the Franklin Institute (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jfranklin.2010.01.006
Filtering in stochastic control theory (93E11) Control/observation systems with incomplete information (93C41) Linear systems in control theory (93C05) Identification in stochastic control theory (93E12)
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