Reproducing Gaussian densities and linear Gaussian detection

DOI10.1016/S0167-6911(00)00009-8zbMath0977.93076MaRDI QIDQ1575230

N. Delaunay

Publication date: 21 August 2000

Published in: Systems \& Control Letters (Search for Journal in Brave)

zbMATH Keywords

estimationfilteringdetectionGaussian random variablereference probabilityGaussian density functionGaussian linear systems

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05)

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Cites Work

• New finite-dimensional filters for parameter estimation of discrete-time linear Gaussian models
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