scientific article; zbMATH DE number 2125302

MaRDI QIDQ3155990zbMATH OpenFDO

Authors Zili Deng

Publication date 6 January 2005

zbMATH Keywords

autoregressive moving average innovation modelcorrelated noisesKalman filteringsmoothingstate estimationtime-domain approachtransformationWiener filtering

Mathematics Subject Classification ID

Transformations (93B17) Estimation and detection in stochastic control theory (93E10) Filtering in stochastic control theory (93E11) Data smoothing in stochastic control theory (93E14)

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