Optimal estimation of linear discrete-time systems with stochastic parameters

DOI10.1016/0005-1098(84)90071-2zbMath0542.93062OpenAlexW56036766MaRDI QIDQ795786

Publication date: 1984

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0005-1098(84)90071-2

zbMATH Keywords

mean square stability optimal linear state estimation

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05) Stochastic stability in control theory (93E15) Model systems in control theory (93C99)

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