Mean square estimation and projections

DOI10.1016/0165-1684(90)90002-GzbMath0718.93070OpenAlexW2015634922MaRDI QIDQ2639827

Yanyan Li

Publication date: 1990

Published in: Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1684(90)90002-g

zbMATH Keywords

projection methodlinear mean square estimation

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Least squares and related methods for stochastic control systems (93E24)

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