Estimations of signal and parameters using covariance information in linear continuous systems (Q1206141)
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scientific article; zbMATH DE number 148503
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimations of signal and parameters using covariance information in linear continuous systems |
scientific article; zbMATH DE number 148503 |
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Estimations of signal and parameters using covariance information in linear continuous systems (English)
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1 April 1993
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linear least squares filtering
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white Gaussian observation noise
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linear continuous systems
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recursive fixed-point smoother
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covariance information
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spectral factorization problem
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