Optimal Interpolation for Linear Stochastic Systems
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Publication:3216539
Gaussian processes (60G15) Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Interpolation in approximation theory (41A05) Linear systems in control theory (93C05) Stochastic systems in control theory (general) (93E03) Estimation and detection in stochastic control theory (93E10) Realizations from input-output data (93B15) Data smoothing in stochastic control theory (93E14)
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