A linear time-varying filter for estimating a signal from unknown noise and its application to identification

DOI10.1080/00207178508933349zbMath0566.93059OpenAlexW2097115490WikidataQ126245879 ScholiaQ126245879MaRDI QIDQ3682355

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Publication date: 1985

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207178508933349

zbMATH Keywords

asymptotic trackinglinear time-varying filternarrow-band filtersasymptotic noise annihilation

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Linear systems in control theory (93C05) Signal detection and filtering (aspects of stochastic processes) (60G35) Identification in stochastic control theory (93E12) Stochastic stability in control theory (93E15) Model systems in control theory (93C99)

Cites Work

• Unnamed Item
• A decision theoretic approach to parameter estimation
• Robust bayesian estimation for the linear model and robustifying the Kalman filter

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