Estimation of multivariate signal by output autocovariance data in linear discrete-time systems
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Publication:1922187
DOI10.1016/0895-7177(96)00084-2zbMath0858.93068MaRDI QIDQ1922187
Publication date: 25 November 1996
Published in: Mathematical and Computer Modelling (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0895-7177(96)00084-2
93C55: Discrete-time control/observation systems
93E14: Data smoothing in stochastic control theory
93E12: Identification in stochastic control theory
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