A unifying framework for linear estimation: Generalized partitioned algorithms

DOI10.1016/S0020-0255(76)90890-2zbMath0341.93029MaRDI QIDQ1231887

Demetrios G. Lainiotis

Publication date: 1976

Published in: Information Sciences (Search for Journal in Brave)

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Estimation and detection in stochastic control theory (93E10) Signal detection and filtering (aspects of stochastic processes) (60G35)

Related Items (9)

Bayesian classification of hidden Markov models ⋮ Partitioning filters ⋮ Discrete Riccati-equation solutions: generalized partitioned algorithms ⋮ Chandrasekhar algorithms for linear time varying distributed systems ⋮ A survey of recursive algorithms for the solution of the discrete time Riccati Equation ⋮ Square-root algorithms for parallel processing in optimal estimation ⋮ An alternative approach to the derivation of distributed-type partitioned filters ⋮ Matrix factorization and Chandrasekhar equations techniques in the design of linear quadratic optimal control systems ⋮ Optimal partitioned filter of stochastic distributed parameter dynamical systems with unknown initial state

Cites Work

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• On Optimal Fixed Point Linear Smoothing
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