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zbMath0674.93061MaRDI QIDQ3829458

Chaozhu Wang, Enping Wang

Publication date: 1988

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

weighted least squares method optimum state estimate recurrence state estimate formulas singular discrete stochastic linear system

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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