Some new algorithms for recursive estimation in constant, linear, discrete-time systems

DOI10.1109/TAC.1974.1100576zbMath0279.93043MaRDI QIDQ4767190

Thomas Kailath, Martin Morf, Gursharan Singh Sidhu

Publication date: 1974

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Mathematics Subject Classification ID

93C55: Discrete-time control/observation systems

93E10: Estimation and detection in stochastic control theory

93C05: Linear systems in control theory

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