A quasi-linear estimation method--Application to Kalman filtering with stochastic regressors

DOI10.1109/TAC.1985.1104049zbMath0566.93054OpenAlexW2071823818MaRDI QIDQ3682352

Heikki Ruskeepaa

Publication date: 1985

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

Full work available at URL: https://doi.org/10.1109/tac.1985.1104049

zbMATH Keywords

orthogonal projectionKalman type filterquasi-linear estimator

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) 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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