scientific article; zbMATH DE number 4009572

MaRDI QIDQ3759728zbMATH OpenFDO

Authors Zhaolin Cheng, Zhao-kuan Chen

Publication date 1986

zbMATH Keywords

discrete- time linear systemGaussian measurement noiselinear minimum variance estimationmean square convergencenecessary and sufficient condition for convergence of the mean square error to zero

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Estimation and detection in stochastic control theory (93E10)

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