On the Linear Quadratic Gaussian Problem with Correlated Noise and Its Relation to Minimum Variance Control (Q3977036)
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scientific article; zbMATH DE number 14551
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| English | On the Linear Quadratic Gaussian Problem with Correlated Noise and Its Relation to Minimum Variance Control |
scientific article; zbMATH DE number 14551 |
Statements
On the Linear Quadratic Gaussian Problem with Correlated Noise and Its Relation to Minimum Variance Control (English)
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25 June 1992
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linear quadratic Gaussian problem
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ARMAX systems
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0.8310286998748779
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0.8117817640304565
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0.7971120476722717
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0.7839987874031067
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