Identification of stochastic linear dynamic systems using Kalman filter representation

DOI10.2514/3.6120zbMath0249.93047OpenAlexW2045460406MaRDI QIDQ5663729

Raman K. Mehra

Publication date: 1971

Published in: AIAA Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2514/3.6120

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10)

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