Asymptotic stability of the MMSE linear filter for systems with uncertain observations (Corresp.) (Q3924075)
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scientific article; zbMATH DE number 3737522
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| English | Asymptotic stability of the MMSE linear filter for systems with uncertain observations (Corresp.) |
scientific article; zbMATH DE number 3737522 |
Statements
Asymptotic stability of the MMSE linear filter for systems with uncertain observations (Corresp.) (English)
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1981
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asymptotic stability
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linear filter
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uncertain observations
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sufficient conditions
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optimal minimum mean-square error
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disrete linear systems
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estimator
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steady-state optimal filter
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