scientific article

zbMATH Open0754.93073MaRDI QIDQ4010409FDOQ4010409

T. Kailath

Publication date: 27 September 1992

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zbMATH Keywords

state-space modelsleast-squares estimation

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11)

Cited In (4)

• From Least Squares to Signal Processing and Particle Filtering
• 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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