Modeling and estimation of discrete-time Gaussian reciprocal processes

DOI10.1109/9.58529MaRDI QIDQ3492516zbMATH OpenOpenAlexFDO

Authors Bernard C. Levy, Ruggero Frezza, Arthur Krener

Publication date 1990

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/9.58529

zbMATH Keywords

discrete-time Gaussian reciprocal processesKalman filter for Gauss- Markov processes

Mathematics Subject Classification ID

Gaussian processes (60G15) Signal detection and filtering (aspects of stochastic processes) (60G35) Filtering in stochastic control theory (93E11)

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