Scattering theory and linear least-squares estimation, part III: The estimates
From MaRDI portal
Publication:3896936
DOI10.1109/TAC.1980.1102441zbMath0449.93052OpenAlexW2139769625MaRDI QIDQ3896936
Benjamin Friedlander, George C. Verghese, Thomas Kailath
Publication date: 1980
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1109/tac.1980.1102441
Estimation and detection in stochastic control theory (93E10) Scattering theory of linear operators (47A40)
Related Items
On the relationship between the Lagrange multiplier method and the two-filter smoother, Continuous-time decentralized smoothers based on two-filter form: identical local and global models, Parallel smoothing, Stabilizing state-feedback design via the moving horizon method, Innovation approach to reduced-order estimation of complementary states., A scattering framework for decentralized estimation problems, A group-theoretical approach to optimal estimation and control, Scattering framework for backwards partitioned estimators, Two filter smoothing formulae by diagonalization of the Hamiltonian equations†