scientific article

Publication date: 1985

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

optimal control Kalman filter Riccati equation point estimation ARMA models order determination self-tuning regulators linear quadratic Gaussian problem Linear systems with additive noise

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point estimation (62F10) Filtering in stochastic control theory (93E11) Order statistics; empirical distribution functions (62G30) Adaptive control/observation systems (93C40) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05) Signal detection and filtering (aspects of stochastic processes) (60G35) Sampled-data control/observation systems (93C57) Identification in stochastic control theory (93E12) Optimal stochastic control (93E20) Stochastic systems in control theory (general) (93E03) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to systems and control theory (93-01)

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