A simple solution to the singular linear minimum-variance estimation problem
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Publication:4724529
DOI10.1109/TAC.1987.1104436zbMath0615.93066MaRDI QIDQ4724529
Publication date: 1987
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1109/tac.1987.1104436
time-invariant; continuous-time; error variance; optimal estimator; singular linear minimum-variance estimation
93E10: Estimation and detection in stochastic control theory
93C05: Linear systems in control theory
62J10: Analysis of variance and covariance (ANOVA)
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