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

DOI10.1080/00207177808922378zbMATH Open0375.93043OpenAlexW2080872857MaRDI QIDQ4154465FDOQ4154465

Toshio Yoshimura, Takashi Soeda, 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

• Title not available (Why is that?)
• Estimation of noise covariance matrices for a linear time-varying stochastic process
• Title not available (Why is that?)
• Adaptive filtering
• Title not available (Why is that?)

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