Optimal linear recursive estimation with uncertain system parameters

DOI10.1109/TAC.1976.1101179zbMath0328.93022OpenAlexW2053716440MaRDI QIDQ4094729

N. E. Nahi, Edward J. Knobbe

Publication date: 1976

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

Full work available at URL: https://doi.org/10.1109/tac.1976.1101179

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05)

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