New finite-dimensional filters for parameter estimation of discrete-time linear Gaussian models
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Publication:4506764
DOI10.1109/9.763210zbMath0959.93055OpenAlexW2115564019MaRDI QIDQ4506764
Vikram Krishnamurthy, Robert J. Elliott
Publication date: 17 October 2000
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/b80a97cec230da49dbdecfbe7d73d5c298bb135d
Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10)
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