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Time‐variant linear optimal finite impulse response estimator for discrete state‐space models - MaRDI portal

Time‐variant linear optimal finite impulse response estimator for discrete state‐space models (Q4908470)

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scientific article; zbMATH DE number 6141812
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Time‐variant linear optimal finite impulse response estimator for discrete state‐space models
scientific article; zbMATH DE number 6141812

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    Time‐variant linear optimal finite impulse response estimator for discrete state‐space models (English)
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    6 March 2013
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    optimal FIR estimator
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    time-varying model
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    filtering
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    prediction
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    smoothing
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