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zbMath0498.62081MaRDI QIDQ3963910

Karl-Rudolf Koch

Publication date: 1982

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

zbMATH Keywords

least squares method maximum likelihood method regression model linear dynamic systems optimal smoothing discrete Kalman filter best linear unbiased estimates discrete Rauch-Tung-Striebel smoother

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Data smoothing in stochastic control theory (93E14)

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