scientific article; zbMATH DE number 65797

MaRDI QIDQ4010409zbMATH OpenFDO

Authors T. Kailath

Publication date 27 September 1992

zbMATH Keywords

state-space modelsleast-squares estimation

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11)

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(6)

• Linear innovation theorems
• Filtering theory: mathematics in engineering, from Gauß to particle filters
• Kalman filtering for self-similar processes
• From Least Squares to Signal Processing and Particle Filtering
• A simple numerical method based simultaneous stochastic perturbation for estimation of high dimensional matrices
• The Kalman filter: an introduction to the mathematics of linear least mean square recursive estimation

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