A method of orthogonal directions. III: Estimation algorithms of Chandrasekhar and Cholesky types for discrete-time, nonconstant models

DOI10.1016/0022-247X(77)90179-2zbMath0379.93041MaRDI QIDQ1247286

Uday B. Desai, Gursharan Singh Sidhu

Publication date: 1977

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Model systems in control theory (93C99)

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