Comments on "Identification of optimum filter steady-state gain for systems with unknown noise covariances"

DOI10.1109/TAC.1974.1100694zbMath0291.93050OpenAlexW1977530562MaRDI QIDQ4042948

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Publication date: 1974

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

Full work available at URL: https://doi.org/10.1109/tac.1974.1100694

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10)

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