Interpolation†

DOI10.1080/00207178408933204zbMath0532.93057OpenAlexW4233473598MaRDI QIDQ3315408

R. S. Bucy

Publication date: 1984

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207178408933204

zbMATH Keywords

innovationsoptimal linear filterdiscrete-time interpolation- error covariancedual Riccati equationsparallel resistance

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Data smoothing in stochastic control theory (93E14) Analysis of variance and covariance (ANOVA) (62J10)

Cites Work

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• Series and parallel addition of matrices
• The Riccati equation and its bounds

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