Signal estimation for second-order vector difference equations

DOI10.1109/TAC.1985.1104048MaRDI QIDQ3679083zbMATH OpenOpenAlexFDO

Authors Ahmed I. Iskanderani, N. Harris Mcclamroch

Publication date 1985

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/tac.1985.1104048

zbMATH Keywords

innovationslinear estimation problemlinear second-order vector difference equationone-stage prediction estimatorwhite-noise input

Mathematics Subject Classification ID

Additive difference equations (39A10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear systems in control theory (93C05) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Filtering in stochastic control theory (93E11)

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(2)

• Generation of signals with specified second-order properties for constrained systems
• Some NonAliasing Relationship for SecondOrder Model when Information Matrix is Singular

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