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Explicit solutions to the linear optimal estimation problem of discrete time invariant linear processes - MaRDI portal

Explicit solutions to the linear optimal estimation problem of discrete time invariant linear processes (Q3958361)

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Explicit solutions to the linear optimal estimation problem of discrete time invariant linear processes
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    Explicit solutions to the linear optimal estimation problem of discrete time invariant linear processes (English)
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    1982
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    linear optimal estimation
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    mixed time-and z-domain approach
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    Kalman gain
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    minimum error covariance matrix
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    filtering problem with finite number of measurements
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    optimal discrete smoothing
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