scientific article; zbMATH DE number 3784713
zbMATH Open0497.93001MaRDI QIDQ3962848FDOQ3962848
Authors: T. Kailath 
Publication date: 1981
Title of this publication is not available (Why is that?)
decompositioninnovationleast squares estimationfrequency domainWiener filteringKalman-Bucy filtersstate filteringdiscrete-time recursive estimation
Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Linear systems in control theory (93C05) Discrete-time control/observation systems (93C55) Model systems in control theory (93C99) Estimation and detection in stochastic control theory (93E10) Transformations (93B17) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to systems and control theory (93-01)
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