Estimations of signal and parameters using covariance information in linear continuous systems (Q1206141)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimations of signal and parameters using covariance information in linear continuous systems |
scientific article |
Statements
Estimations of signal and parameters using covariance information in linear continuous systems (English)
0 references
1 April 1993
0 references
linear least squares filtering
0 references
white Gaussian observation noise
0 references
linear continuous systems
0 references
recursive fixed-point smoother
0 references
covariance information
0 references
spectral factorization problem
0 references
