Filtering and LQG problems for discrete-time stochastic singular systems (Q3472017)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Filtering and LQG problems for discrete-time stochastic singular systems |
scientific article |
Statements
Filtering and LQG problems for discrete-time stochastic singular systems (English)
0 references
1989
0 references
discrete-time stochastic singular systems
0 references
linear unbiased least-squares state estimation algorithm
0 references
optimal control law
0 references
