Explicit solution to the singular discrete-time stationary linear filtering problem
DOI10.1109/TAC.1985.1103784zbMATH Open0556.93068OpenAlexW1966146718MaRDI QIDQ3222091FDOQ3222091
Publication date: 1985
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1109/tac.1985.1103784
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Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Eigenvalues, singular values, and eigenvectors (15A18) Signal detection and filtering (aspects of stochastic processes) (60G35) Stationary stochastic processes (60G10) Linear systems in control theory (93C05) Discrete-time control/observation systems (93C55)
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- Mixed mode solution to the partially singular discrete-time filtering problem by sequential decomposition
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