scientific article; zbMATH DE number 3784713
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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