Optimal self-tuning filtering, prediction, and smoothing for discrete multivariable processes

DOI10.1109/TAC.1984.1103464zbMath0537.93063OpenAlexW2049688797MaRDI QIDQ3323818

Thomas J. Moir, M. J. Grimble

Publication date: 1984

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

Full work available at URL: https://doi.org/10.1109/tac.1984.1103464

zbMATH Keywords

spectral factorizationpolynomial matricesself-tuning estimationself-tuning smoothing and filtering

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Multivariable systems, multidimensional control systems (93C35) Adaptive control/observation systems (93C40) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05) Signal detection and filtering (aspects of stochastic processes) (60G35) Data smoothing in stochastic control theory (93E14)

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