A linear-quadratic-Gaussian control problem with innovations-feedthrough solution
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Publication:4101703
DOI10.1109/TAC.1976.1101322zbMATH Open0334.93043MaRDI QIDQ4101703FDOQ4101703
Authors:
Publication date: 1976
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
Signal detection and filtering (aspects of stochastic processes) (60G35) Estimation and detection in stochastic control theory (93E10)
Cited In (2)
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