A New Algorithm for Optimal Filtering of Discrete-Time Stationary Processes

DOI10.1137/0312057zbMath0296.93037OpenAlexW2059761085MaRDI QIDQ4050465

Anders Lindquist

Publication date: 1974

Published in: SIAM Journal on Control (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/e90fb84a4e3fa113f757025e50aeeaa7b6a31f72

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10)

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