Recursive Filtering

DOI10.1111/j.1467-9574.1978.tb01382.xzbMath0379.93003OpenAlexW4241801931MaRDI QIDQ4158871

Jan C. Willems

Publication date: 1978

Published in: Statistica Neerlandica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9574.1978.tb01382.x

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05) Research exposition (monographs, survey articles) pertaining to systems and control theory (93-02) Optimal stochastic control (93E20)

Related Items (4)

Deterministic least squares filtering. ⋮ Necessary and sufficient conditions under which anH²optimal control problem has a unique solution ⋮ The simple pendulum and the periodic LQG control problem ⋮ Full and reduced-order observer-based controller design forH₂-optimization

Cites Work

• A view of three decades of linear filtering theory
• Comments on "Canonical matrix fraction and state-space descriptions for deterministic and stochastic linear systems"
• The Separation Principle for Stochastic Evolution Equations
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