A geometric approach to the singular filtering problem

DOI10.1109/TAC.1985.1103859zbMath0574.93052OpenAlexW2119021515MaRDI QIDQ3693397

Johannes M. Schumacher

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.1985.1103859

zbMATH Keywords

geometric approachoptimal estimatorlinear continuous-time systemsGaussian random disturbancesstationary least-squares filtering

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Gaussian processes (60G15) Filtering in stochastic control theory (93E11) Stationary stochastic processes (60G10) Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05) Model systems in control theory (93C99)

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