Some reduced-order non-Riccati equations for linear least-squares estimation : the stationary, single-output case†

DOI10.1080/00207177608932864zbMATH Open0342.93054OpenAlexW2161759277MaRDI QIDQ4110896FDOQ4110896

Authors: Anders Lindquist 

Publication date: 1976

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207177608932864

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Signal detection and filtering (aspects of stochastic processes) (60G35) Estimation and detection in stochastic control theory (93E10)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Some new algorithms for recursive estimation in constant linear systems
• A New Algorithm for Optimal Filtering of Discrete-Time Stationary Processes
• A new initial-value method for on-line filtering and estimation (Corresp.)
• Optimal linear filtering theory and radiative transfer: Comparisons and interconnections
• Optimal control of linear multivariable systems with quadratic performance index, and the inverse optimal control problem

Cited In (3)

• On the Phase Portrait of the Fast Filtering Algorithms
• On a Schur-algorithm based approach to spectral factorization: Connection with the Riccati equation
• Some new non-Riccati algorithms for continuous-time Kalman-Bucy filtering

This page was built for publication: Some reduced-order non-Riccati equations for linear least-squares estimation : the stationary, single-output case†

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4110896)