scientific article; zbMATH DE number 4093331

MaRDI QIDQ3820508zbMATH OpenFDO

Authors Jean-Claude Radix

Publication date 1984

zbMATH Keywords

coloured noisecontinuous-timecorrelated noisefactorization of matriceslinear filteringsmoothingsquare root filtering

Mathematics Subject Classification ID

Factorization of matrices (15A23) Inference from stochastic processes and prediction (62M20) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to systems and control theory (93-01) Nonlinear systems in control theory (93C10) Discrete-time control/observation systems (93C55) Filtering in stochastic control theory (93E11) Data smoothing in stochastic control theory (93E14)

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