Filtering and error analysis via the<tex>UDU^{T}</tex>covariance factorization
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Publication:4177436
DOI10.1109/TAC.1978.1101863zbMath0394.93050MaRDI QIDQ4177436
Gerald J. Bierman, Catherine L. Thornton
Publication date: 1978
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
93E11: Filtering in stochastic control theory
93C55: Discrete-time control/observation systems
93E10: Estimation and detection in stochastic control theory
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