scientific article; zbMATH DE number 4104837

MaRDI QIDQ3829458zbMATH OpenFDO

Authors Enping Wang, Chaozhu Wang

Publication date 1988

zbMATH Keywords

optimum state estimaterecurrence state estimate formulassingular discrete stochastic linear systemweighted least squares method

Mathematics Subject Classification ID

Linear systems in control theory (93C05) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Filtering in stochastic control theory (93E11)

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(1)

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