Smoothing estimation of stochastic processes: Change of initial condition formulas

DOI10.1109/TAC.1984.1103366zbMath0535.93066MaRDI QIDQ3320260

Victor Solo

Publication date: 1984

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

zbMATH Keywords

partitioning problemchange of initial conditionsmoothing in linear estimation

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Signal detection and filtering (aspects of stochastic processes) (60G35) Data smoothing in stochastic control theory (93E14) Analysis of variance and covariance (ANOVA) (62J10) Model systems in control theory (93C99)

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