Explicit construction of the minimum error variance estimator for stochastic LTI-ss systems
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Publication:6110281
DOI10.1016/j.automatica.2023.111018zbMath1520.93536arXiv2109.02384OpenAlexW4366772754MaRDI QIDQ6110281
Mihaly Petreczky, Zhenghua Tan, Deividas Eringis, Rafael Wisniewski, John Leth
Publication date: 5 July 2023
Published in: Automatica (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2109.02384
Minimal systems representations (93B20) Identification in stochastic control theory (93E12) Synthesis problems (93B50) Stochastic systems in control theory (general) (93E03)
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