Nearly singular filtering for uniform and non-uniform rank linear continuous systems
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Publication:3321956
DOI10.1080/00207178308933112zbMath0536.93055MaRDI QIDQ3321956
Publication date: 1983
Published in: International Journal of Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207178308933112
62M20: Inference from stochastic processes and prediction
93E11: Filtering in stochastic control theory
93E10: Estimation and detection in stochastic control theory
93C05: Linear systems in control theory
60G35: Signal detection and filtering (aspects of stochastic processes)
62J10: Analysis of variance and covariance (ANOVA)
93C99: Model systems in control theory
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State estimation for linear systems with observations partially corrupted by noise, Extended limiting forms of optimum observers and LQG regulators
Cites Work
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