Estimation of random states in general linear models

DOI10.1109/9.67306MaRDI QIDQ3984599zbMATH OpenOpenAlexFDO

Authors Donald E. Catlin

Publication date 27 June 1992

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/9.67306

zbMATH Keywords

general linear modelFisher type estimates

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10)

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Cited in

(3)

• From general state-space to VARMAX models
• Equations of states in singular statistical estimation
• Linear estimation of continuous-discrete linear state space models with multiplicative noise

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