A suboptimal identification of noise covariances in discrete-time linear systems

DOI10.1080/00207177808922378MaRDI QIDQ4154465zbMATH OpenOpenAlexFDO

Authors Takashi Soeda, Toshio Yoshimura, Toshiaki Tabuchi

Publication date 1978

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

Full work available at URL https://doi.org/10.1080/00207177808922378

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Linear systems in control theory (93C05) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10)

Cites work

• scientific article; zbMATH DE number 3532825 (Why is no real title available?)
• scientific article; zbMATH DE number 3358330 (Why is no real title available?)
• scientific article; zbMATH DE number 3420544 (Why is no real title available?)
• Adaptive filtering
• Estimation of noise covariance matrices for a linear time-varying stochastic process

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