Discrete-time filtering for linear systems with non-Gaussian initial conditions: asymptotic behavior of the difference between the MMSE and LMSE estimates (Q3991635)
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scientific article; zbMATH DE number 37277
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Discrete-time filtering for linear systems with non-Gaussian initial conditions: asymptotic behavior of the difference between the MMSE and LMSE estimates |
scientific article; zbMATH DE number 37277 |
Statements
Discrete-time filtering for linear systems with non-Gaussian initial conditions: asymptotic behavior of the difference between the MMSE and LMSE estimates (English)
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28 June 1992
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one-step prediction problem
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discrete-time linear systems
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Gaussian white noises
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