scientific article; zbMATH DE number 4068688
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Publication:3801397
Kalman filterARMA modelsoptimal controlRiccati equationpoint estimationorder determinationself-tuning regulatorslinear quadratic Gaussian problemLinear systems with additive noise
Point estimation (62F10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Order statistics; empirical distribution functions (62G30) Linear systems in control theory (93C05) Adaptive control/observation systems (93C40) Discrete-time control/observation systems (93C55) Sampled-data control/observation systems (93C57) Stochastic systems in control theory (general) (93E03) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12) Optimal stochastic control (93E20) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to systems and control theory (93-01)
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