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zbMath0419.93072MaRDI QIDQ3853532

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Publication date: 1978

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zbMATH Keywords

identification estimation stochastic control nonlinear Kalman filtering linear discrete-time systems

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)

Related Items (1)

The identification of the parameters of time-invariant stochastic systems by a method derived from the continuous-time Kalman filter

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