Cauchy problem for least-squares estimation with semidegenerate covariance

DOI10.1016/S0893-9659(99)00041-5zbMath0937.93048OpenAlexW2054978329MaRDI QIDQ1808498

Harriet H. Natsuyama, Sueo Ueno

Publication date: 23 May 2000

Published in: Applied Mathematics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0893-9659(99)00041-5

zbMATH Keywords

integral equationsinvariant imbeddingdetectionleast squares filtering

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Control/observation systems governed by functional-differential equations (93C23)

Cites Work

• Unnamed Item
• An initial-value solution of the least-squares estimation problem with degenerate covariance
• 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.)

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