Optimal estimation of linear discrete-time systems with stochastic parameters

DOI10.1016/0005-1098(84)90071-2MaRDI QIDQ795786zbMATH OpenOpenAlexFDO

Authors Willem L. De Koning

Publication date 1984

Published in Automatica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0005-1098(84)90071-2

zbMATH Keywords

mean square stabilityoptimal linear state estimation

Mathematics Subject Classification ID

Linear systems in control theory (93C05) Discrete-time control/observation systems (93C55) Model systems in control theory (93C99) Estimation and detection in stochastic control theory (93E10) Stochastic stability in control theory (93E15)

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