scientific article; zbMATH DE number 1071783

MaRDI QIDQ4359099zbMATH OpenFDO

Authors Guoqing Liu

Publication date 13 November 1997

zbMATH Keywords

convergenceoptimal adaptive Kalman filter algorithmtime-invariant stochastic system

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Probabilistic methods, stochastic differential equations (65C99) Numerical optimization and variational techniques (65K10) Stochastic systems in control theory (general) (93E03) Filtering in stochastic control theory (93E11)

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