Some alternatives in recursive estimation†

DOI10.1080/00207178008922859zbMath0439.93051OpenAlexW2072785145MaRDI QIDQ3882305

Thomas Kailath

Publication date: 1980

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

Full work available at URL: https://doi.org/10.1080/00207178008922859

zbMATH Keywords

recursive estimation

Mathematics Subject Classification ID

Related Items (4)

Periodic solutions of Riccati equations applied to multirate sampling ⋮ Fast algorithm of Chandrasekhar type for ARMA model identification ⋮ Construction of square root factor for solution of the Lyapunov matrix equation ⋮ Generalized Lyapunov equation and factorization of matrix polynomials

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