Least squares estimation of nonstationary covariance parameters in linear systems

DOI10.1016/0005-1098(77)90053-XMaRDI QIDQ1237690zbMATH OpenFDO

Authors H. W. Brewer, Cornelius T. Leondes

Publication date 1977

Published in Automatica (Search for Journal in Brave)

Mathematics Subject Classification ID

Linear systems in control theory (93C05) Estimation and detection in stochastic control theory (93E10)

Cites work

• scientific article; zbMATH DE number 3518662 (Why is no real title available?)
• scientific article; zbMATH DE number 3591251 (Why is no real title available?)
• scientific article; zbMATH DE number 3306310 (Why is no real title available?)
• scientific article; zbMATH DE number 3403601 (Why is no real title available?)
• Sequential estimation of observation error variances in a trajectoryestimation problem.

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