Computation of the factorized error covariance of the difference between correlated estimators

DOI10.1109/9.61003zbMath0728.93073OpenAlexW2139376724MaRDI QIDQ3352950

Srinivas N. Mohan, Peter J. Wolff, Francis M. Stienon, Gerald J. Bierman

Publication date: 1990

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

Full work available at URL: https://doi.org/10.1109/9.61003

zbMATH Keywords

algorithmdiscrete linear systemrelative error analysis of least squares parameter estimation

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05)

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