scientific article; zbMATH DE number 3784713
decompositiondiscrete-time recursive estimationfrequency domaininnovationKalman-Bucy filtersleast squares estimationstate filteringWiener filtering
Signal detection and filtering (aspects of stochastic processes) (60G35) Inference from stochastic processes and prediction (62M20) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to systems and control theory (93-01) Transformations (93B17) 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) Filtering in stochastic control theory (93E11)
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