On Linear Least-Squares Estimators for Discrete-Time Stochastic Systems

DOI10.1109/TSMC.1980.4308487MaRDI QIDQ3914870zbMATH OpenOpenAlexFDO

Authors John O'Reilly

Publication date 1980

Published in IEEE Transactions on Systems, Man, and Cybernetics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/tsmc.1980.4308487

zbMATH Keywords

least-squares estimators

Mathematics Subject Classification ID

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

Cited in

(1)

• Innovation approach to reduced-order estimation of complementary states.

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