New design of estimators using covariance information with uncertain observations in linear discrete-time systems (Q1856001)
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scientific article; zbMATH DE number 1861357
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | New design of estimators using covariance information with uncertain observations in linear discrete-time systems |
scientific article; zbMATH DE number 1861357 |
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New design of estimators using covariance information with uncertain observations in linear discrete-time systems (English)
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28 January 2003
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linear discrete-time systems
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recursive estimation
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covariance information
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stochastic processes
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filtering
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factorization
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Wiener-Hopf equation
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