Signal estimation for second-order vector difference equations

DOI10.1109/TAC.1985.1104048zbMath0564.93062MaRDI QIDQ3679083

N. Harris Mcclamroch, Ahmed I. Iskanderani

Publication date: 1985

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

zbMATH Keywords

innovations; linear estimation problem; linear second-order vector difference equation; one-stage prediction estimator; white-noise input

Mathematics Subject Classification ID

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

93E11: Filtering in stochastic control theory

93C55: Discrete-time control/observation systems

93E10: Estimation and detection in stochastic control theory

93C05: Linear systems in control theory

39A10: Additive difference equations