Cauchy problem for least-squares estimation with semidegenerate covariance
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Publication:1808498
DOI10.1016/S0893-9659(99)00041-5zbMath0937.93048MaRDI QIDQ1808498
Harriet H. Natsuyama, Sueo Ueno
Publication date: 23 May 2000
Published in: Applied Mathematics Letters (Search for Journal in Brave)
93E11: Filtering in stochastic control theory
93C23: Control/observation systems governed by functional-differential equations
Cites Work
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- Imbedding methods for the integral equations for the optimal control of time-lag systems. I: Parameter dependence
- A view of three decades of linear filtering theory
- A new initial-value method for on-line filtering and estimation (Corresp.)