Estimations of signal and parameters using covariance information in linear continuous systems (Q1206141)
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scientific article; zbMATH DE number 148503
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| English | Estimations of signal and parameters using covariance information in linear continuous systems |
scientific article; zbMATH DE number 148503 |
Statements
Estimations of signal and parameters using covariance information in linear continuous systems (English)
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1 April 1993
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linear least squares filtering
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white Gaussian observation noise
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linear continuous systems
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recursive fixed-point smoother
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covariance information
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spectral factorization problem
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0.8195256590843201
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0.8178843855857849
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0.8105518817901611
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0.8095797300338745
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