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Linear recursive filtering of discrete-time dynamic processes with partial information about the disturbances - MaRDI portal

Linear recursive filtering of discrete-time dynamic processes with partial information about the disturbances (Q918492)

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scientific article; zbMATH DE number 4158528
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Linear recursive filtering of discrete-time dynamic processes with partial information about the disturbances
scientific article; zbMATH DE number 4158528

    Statements

    Linear recursive filtering of discrete-time dynamic processes with partial information about the disturbances (English)
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    1989
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    Minimax linear filtering
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    partial information
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    constrained variances
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