A simple solution to the singular linear minimum-variance estimation problem

DOI10.1109/TAC.1987.1104436MaRDI QIDQ4724529zbMATH OpenOpenAlexFDO

Authors Eugene Soroka, U. Shaked

Publication date 1987

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/tac.1987.1104436

zbMATH Keywords

time-invariantcontinuous-timeerror varianceoptimal estimatorsingular linear minimum-variance estimation

Mathematics Subject Classification ID

Analysis of variance and covariance (ANOVA) (62J10) Linear systems in control theory (93C05) Estimation and detection in stochastic control theory (93E10)

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