Reproducing Gaussian densities and linear Gaussian detection

DOI10.1016/S0167-6911(00)00009-8MaRDI QIDQ1575230zbMATH OpenFDO

Authors N. Delaunay, Robert J. Elliott, W. Paul Malcolm

Publication date 21 August 2000

Published in Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/S0167-6911(00)00009-8

zbMATH Keywords

detectionestimationfilteringGaussian density functionGaussian linear systemsGaussian random variablereference probability

Mathematics Subject Classification ID

Linear systems in control theory (93C05) Estimation and detection in stochastic control theory (93E10)

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Cites work

• scientific article; zbMATH DE number 65796 (Why is no real title available?)
• scientific article; zbMATH DE number 722978 (Why is no real title available?)
• New finite-dimensional filters for parameter estimation of discrete-time linear Gaussian models

Cited in

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• State Estimation Schemes for Independent Component Coupled Hidden Markov Models
• Some applications of \(M\)-ary detection in quantitative finance

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