A mapping result between Wiener theory and Kalman filtering for nonstationary processes
From MaRDI portal
Publication:3679086
DOI10.1109/TAC.1985.1103909zbMath0564.93065OpenAlexW2122965606MaRDI QIDQ3679086
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.1985.1103909
Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Discrete-time control/observation systems (93C55) Linear systems in control theory (93C05) Signal detection and filtering (aspects of stochastic processes) (60G35) Realizations from input-output data (93B15) Model systems in control theory (93C99)
Related Items