Asymptotic stability of the MMSE linear filter for systems with uncertain observations (Corresp.) (Q3924075)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic stability of the MMSE linear filter for systems with uncertain observations (Corresp.) |
scientific article |
Statements
Asymptotic stability of the MMSE linear filter for systems with uncertain observations (Corresp.) (English)
0 references
1981
0 references
asymptotic stability
0 references
linear filter
0 references
uncertain observations
0 references
sufficient conditions
0 references
optimal minimum mean-square error
0 references
disrete linear systems
0 references
estimator
0 references
steady-state optimal filter
0 references