A treatment of nonwhite measurement noise in discrete linear systems

DOI10.1016/0005-1098(76)90057-1zbMath0335.93049OpenAlexW2477861161MaRDI QIDQ1229669

H. W. Brewer, Cornelius T. Leondes

Publication date: 1976

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0005-1098(76)90057-1

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05) Signal detection and filtering (aspects of stochastic processes) (60G35)

Cites Work

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