Optimal state estimators for a class of discrete-time linear systems with colored observation noise using improved recursive formula

MaRDI QIDQ2887997zbMATH OpenFDO

Authors Yuichi Sawada, Akio Tanikawa

Publication date 4 June 2012

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Estimation and detection in stochastic control theory (93E10)

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