Estimation in continuous linear time delay systems with coloured observation noise

DOI10.1080/00207727508941842zbMATH Open0309.93042OpenAlexW2028672793MaRDI QIDQ4068541FDOQ4068541

Authors: Parag R. Desai, K. Sreeram Reddy, V. S. Rajamani 

Publication date: 1975

Published in: International Journal of Systems Science. Principles and Applications of Systems and Integration (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207727508941842

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear systems in control theory (93C05) Control/observation systems governed by functional relations other than differential equations (such as hybrid and switching systems) (93C30) Estimation and detection in stochastic control theory (93E10)

Cites Work

• An innovations approach to least-squares estimation--Part V: Innovations representations and recursive estimation in colored noise
• On the derivation of Kwakernaak's filtering equations via the innovations approach

Cited In (1)

• Optimal estimation in linear distributed systems with time delays An innovations approach

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