A stochastic realization approach to the smoothing problem
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Publication:3863812
DOI10.1109/TAC.1979.1102174zbMath0426.93056MaRDI QIDQ3863812
Anders Lindquist, Michele Pavon, F. A. Badawi
Publication date: 1979
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
Filtering in stochastic control theory (93E11) Data smoothing in stochastic control theory (93E14) Realizations from input-output data (93B15)
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