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Q3801397 - MaRDI portal

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    author
    Mark H. A. Davis
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    Richard B. Vinter
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    publication date
    1985
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    Mathematics Subject Classification ID
    93-01
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    93C55
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    93E20
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    60G35
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    62F10
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    62G30
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    62M10
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    62M20
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    93C05
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    93C40
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    93C57
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    93E03
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    93E10
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    93E11
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    93E12
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    zbMATH DE Number
    4068688
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    zbMATH Keywords
    Linear systems with additive noise
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    ARMA models
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    Kalman filter
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    point estimation
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    order determination
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    optimal control
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    Riccati equation
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    linear quadratic Gaussian problem
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    self-tuning regulators
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