A unified solution to the singular and nonsingular linear minimum-variance estimation problem (Q3786376)
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scientific article; zbMATH DE number 4049521
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| English | A unified solution to the singular and nonsingular linear minimum-variance estimation problem |
scientific article; zbMATH DE number 4049521 |
Statements
A unified solution to the singular and nonsingular linear minimum-variance estimation problem (English)
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1988
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transfer function matrix
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minimum-variance estimator
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linear continuous- time system
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Kalman-Bucy filter
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spectral factorization
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time-invariant
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continuous-time
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0.886189341545105
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0.8437947034835815
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0.7970820665359497
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0.7916739583015442
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0.7910757064819336
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