A note on optimal filtering in the presence of unknown biases

DOI10.1016/0016-0032(75)90183-0zbMATH Open0317.93071OpenAlexW2037343746MaRDI QIDQ1222136FDOQ1222136

Authors: Suresh M. Joshi 

Publication date: 1975

Published in: Journal of the Franklin Institute (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0016-0032(75)90183-0

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Information theory (general) (94A15) Linear systems in control theory (93C05) Estimation and detection in stochastic control theory (93E10)

Cites Work

• On a Matrix Riccati Equation of Stochastic Control

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