scientific article; zbMATH DE number 966827

MaRDI QIDQ5690085zbMATH OpenFDO

Authors Xuanhuang Liu

Publication date 21 April 1997

zbMATH Keywords

best linear minimum bias estimatesbest linear unbiased estimatescomplete observabilitydiscrete linear stochastic and deterministic systemsfixed lag smoothingfixed point smoothinggeneralized inversesKalman filterprediction algorithmsrecursive algorithmsrecursive filteringstate estimation

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Probabilistic methods, stochastic differential equations (65C99) Numerical solutions to overdetermined systems, pseudoinverses (65F20) Numerical optimization and variational techniques (65K10) Observability (93B07) Estimation and detection in stochastic control theory (93E10) Filtering in stochastic control theory (93E11)

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