scientific article

zbMath0497.93001MaRDI QIDQ3962848

Thomas Kailath

Publication date: 1981

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

frequency domainWiener filteringdecompositioninnovationleast squares estimationKalman-Bucy filtersstate filteringdiscrete-time recursive estimation

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05) Signal detection and filtering (aspects of stochastic processes) (60G35) Transformations (93B17) Model systems in control theory (93C99) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to systems and control theory (93-01)

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