A note on optimal filtering in the presence of unknown biases

DOI10.1016/0016-0032(75)90183-0zbMath0317.93071OpenAlexW2037343746MaRDI QIDQ1222136

Suresh M. Joshi

Publication date: 1975

Published in: Journal of the Franklin Institute (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0016-0032(75)90183-0

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05) Signal detection and filtering (aspects of stochastic processes) (60G35) Information theory (general) (94A15)

Cites Work

• On a Matrix Riccati Equation of Stochastic Control

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