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zbMATH Open1072.93027MaRDI QIDQ3155990

Publication date: 6 January 2005

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

smoothing time-domain approach Wiener filtering state estimation transformation Kalman filtering correlated noises autoregressive moving average innovation model

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10) Data smoothing in stochastic control theory (93E14) Transformations (93B17)

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