scientific article; zbMATH DE number 65797

zbMATH Open0754.93073MaRDI QIDQ4010409FDOQ4010409

Authors: T. Kailath 

Publication date: 27 September 1992

Title of this publication is not available (Why is that?)

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zbMATH Keywords

state-space modelsleast-squares estimation

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11)

Cited In (6)

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

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