Recursive algorithms for linear LMSE estimators under uncertain observations
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Publication:3332900
DOI10.1109/TAC.1984.1103655zbMath0543.93064MaRDI QIDQ3332900
Publication date: 1984
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
62M20: Inference from stochastic processes and prediction
93C55: Discrete-time control/observation systems
93E10: Estimation and detection in stochastic control theory
93C05: Linear systems in control theory
60G35: Signal detection and filtering (aspects of stochastic processes)
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