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Optimal filtering and smoothing for discrete-time stochastic singular systems - MaRDI portal

Optimal filtering and smoothing for discrete-time stochastic singular systems (Q970645)

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scientific article; zbMATH DE number 5709253
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English
Optimal filtering and smoothing for discrete-time stochastic singular systems
scientific article; zbMATH DE number 5709253

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    Optimal filtering and smoothing for discrete-time stochastic singular systems (English)
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    19 May 2010
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    full-order estimators
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    projection theory
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    correlated noise
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    prediction
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    filtering
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    smoothing
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    stochastic singular system
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