Optimal filtering for Gauss—Markov noise
From MaRDI portal
Publication:5567573
DOI10.1080/00207176808905660zbMath0177.47705OpenAlexW1990483874MaRDI QIDQ5567573
Edwin B. Stear, Allen R. Stubberud
Publication date: 1968
Published in: International Journal of Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207176808905660
Related Items (11)
State estimation from measurements with correlated noise without using differentiators† ⋮ Direct solution to the general reduced-order stochastic observation problem ⋮ Optimal filtering in linear distributed parameter systems with multiple time delays† ⋮ Error analysis of fixed-point prediction with coloured measurement noise ⋮ Minimal-order observer-estimators for continuous-time linear systems ⋮ Duality of linear fixed-point smoothing and fixed-time control ⋮ Optimal observers for continuous time linear stochastic systems ⋮ Partitioned estimation algorithms. II: Linear estimation ⋮ On linear least-squares estimators for continuous-time stochastic systems ⋮ Fixed-point smoothing of sequentially correlated processes ⋮ Return-difference matrix properties of optimal linear stationary estimation and control in singular case
This page was built for publication: Optimal filtering for Gauss—Markov noise