Wide-Sense Martingale Approach to Linear Optimal Estimation

DOI10.1137/0127020zbMath0289.93049OpenAlexW2060817835MaRDI QIDQ4041422

Vidyadhar Mandrekar, G. L. Park, Hasan Kara

Publication date: 1974

Published in: SIAM Journal on Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0127020

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Inference from stochastic processes (62M99)

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