A unifying framework for discrete linear estimation Generalized partitioned algorithms
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Publication:4177438
DOI10.1080/00207177808922480zbMath0394.93053MaRDI QIDQ4177438
K. S. Govindaraj, Demetrios G. Lainiotis
Publication date: 1978
Published in: International Journal of Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207177808922480
Filtering; Prediction; System Identification; Estimation Problems; Data Smoothing; Discrete-Time Riccati Equations
93E11: Filtering in stochastic control theory
93C55: Discrete-time control/observation systems
93C05: Linear systems in control theory
93E14: Data smoothing in stochastic control theory
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