Estimation in continuous linear time delay systems with coloured observation noise

DOI10.1080/00207727508941842MaRDI QIDQ4068541zbMATH OpenOpenAlexFDO

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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