Smoothing estimation of stochastic processes: Change of initial condition formulas

DOI10.1109/TAC.1984.1103366MaRDI QIDQ3320260zbMATH OpenFDO

Authors V. Solo

Publication date 1984

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

Full work available at URL https://doi.org/10.1109/TAC.1984.1103366

zbMATH Keywords

change of initial conditionpartitioning problemsmoothing in linear estimation

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Analysis of variance and covariance (ANOVA) (62J10) Discrete-time control/observation systems (93C55) Model systems in control theory (93C99) Estimation and detection in stochastic control theory (93E10) Data smoothing in stochastic control theory (93E14)

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