Recursive algorithms for linear LMSE estimators under uncertain observations

DOI10.1109/TAC.1984.1103655zbMath0543.93064MaRDI QIDQ3332900

Xingde Wang

Publication date: 1984

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

zbMATH Keywords

optimal filteruncertain observationsone-step predictorrecursive linear estimator

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) 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)

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