Linear estimation of boundary value stochastic processes-- Part I: The role and construction of complementary models

DOI10.1109/TAC.1984.1103659zbMath0586.93061OpenAlexW2146599542MaRDI QIDQ3713965

Milton B. Adams, Bernard C. Levy, Alan S. Willsky

Publication date: 1984

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

Full work available at URL: https://doi.org/10.1109/tac.1984.1103659

zbMATH Keywords

noncausal processescomplementary modelsminimum variance linear estimation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Model systems in control theory (93C99)

Related Items

Correspondence A note on efficient smoothing for boundary value models, Some new smoother implementations for discrete-time gaussian reciprocal processes, Linear stochastic differential equations with boundary conditions, Shape estimation of a circular antenna from observations on the boundary, A hamiltonian formulation of risk-sensitive Linear/quadratic/gaussian control, Minimal representations of semiseparable kernels and systems with separable boundary conditions, Generalized fixed-interval smoothers for discrete-time systems, Boundary-value descriptor systems: well-posedness, reachability and observability, Reachability, observability, and minimality for shift-invariant two-point boundary-value descriptor systems, Boundary value processes: Estimation and identification, Trajectory Planning for Systems with a Multiplicative Stochastic Uncertainty, Estimation for boundary-value descriptor systems, Construction and applications of discrete-time smoothing error models