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A simple solution to the singular linear minimum-variance estimation problem - MaRDI portal

A simple solution to the singular linear minimum-variance estimation problem (Q4724529)

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scientific article; zbMATH DE number 3997677
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A simple solution to the singular linear minimum-variance estimation problem
scientific article; zbMATH DE number 3997677

    Statements

    A simple solution to the singular linear minimum-variance estimation problem (English)
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    1987
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    singular linear minimum-variance estimation
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    optimal estimator
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    error variance
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    time-invariant
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    continuous-time
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