Recursive Filtering

DOI10.1111/J.1467-9574.1978.TB01382.XzbMATH Open0379.93003OpenAlexW4241801931MaRDI QIDQ4158871FDOQ4158871

Authors: 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

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

Cites Work

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

Cited In (4)

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

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