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

DOI10.1080/00207177408932622MaRDI QIDQ3213047zbMATH OpenOpenAlexFDO

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

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

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