scientific article; zbMATH DE number 4068688
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Publication:3801397
ARMA modelsKalman filterlinear quadratic Gaussian problemLinear systems with additive noiseoptimal controlorder determinationpoint estimationRiccati equationself-tuning regulators
Signal detection and filtering (aspects of stochastic processes) (60G35) Point estimation (62F10) Order statistics; empirical distribution functions (62G30) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to systems and control theory (93-01) 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) Filtering in stochastic control theory (93E11) Identification in stochastic control theory (93E12) Optimal stochastic control (93E20)
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