Moment equivalent system, of linear stochastic system with application to state estimation

DOI10.1080/00207177408932622zbMATH Open0269.93063OpenAlexW2052271996MaRDI QIDQ3213047FDOQ3213047

Authors: T. Nakamizo 

Publication date: 1974

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207177408932622

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10)

Cites Work

• The matrix minimum principle
• Optimal linear filtering for linear systems with state-dependent noise

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