On the Linear Quadratic Gaussian Problem with Correlated Noise and Its Relation to Minimum Variance Control (Q3977036)
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scientific article; zbMATH DE number 14551
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the Linear Quadratic Gaussian Problem with Correlated Noise and Its Relation to Minimum Variance Control |
scientific article; zbMATH DE number 14551 |
Statements
On the Linear Quadratic Gaussian Problem with Correlated Noise and Its Relation to Minimum Variance Control (English)
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25 June 1992
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linear quadratic Gaussian problem
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ARMAX systems
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