The Minimal Bound on the Estimation Error Covariance Matrix in the Presence of Correlated Driving Noise
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Publication:5626458
DOI10.1137/0308038zbMath0221.93009MaRDI QIDQ5626458
James E. Potter, James C. Deckert
Publication date: 1970
Published in: SIAM Journal on Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/0308038
93E11: Filtering in stochastic control theory
93E10: Estimation and detection in stochastic control theory
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