Optimal filtering of discrete-time linear stationary processes under high signal-to-noise ratio conditions

DOI10.1109/TAC.1985.1103910zbMath0553.93064OpenAlexW2159435012MaRDI QIDQ3216545

B. Priel, Uri Shaked

Publication date: 1985

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tac.1985.1103910

zbMATH Keywords

a priori filtered estimatehigh signal- to-noise ratio conditionsminimum error covariance matrix

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Stationary stochastic processes (60G10) Discrete-time control/observation systems (93C55) Linear systems in control theory (93C05) Signal detection and filtering (aspects of stochastic processes) (60G35)

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