Estimation: A brief survey

DOI10.1016/0020-0255(74)90014-0MaRDI QIDQ1846718zbMATH OpenOpenAlexFDO

Authors D. G. Lainiotis

Publication date 1974

Published in Information Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0020-0255(74)90014-0

Mathematics Subject Classification ID

Point estimation (62F10) Inference from stochastic processes and prediction (62M20) Signal detection and filtering (aspects of stochastic processes) (60G35) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01)

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Cited in

(5)

• Local linearization filters for non-linear continuous-discrete state space models with multiplicative noise
• A survey of recursive algorithms for the solution of the discrete time Riccati Equation
• Partitioning filters
• Chandrasekhar algorithms for linear time varying distributed systems
• A unifying framework for linear estimation: Generalized partitioned algorithms

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