Estimation in continuous linear time delay systems with coloured observation noise

DOI10.1080/00207727508941842zbMath0309.93042OpenAlexW2028672793MaRDI QIDQ4068541

V. S. Rajamani, Parag R. Desai, K. Sreeram Reddy

Publication date: 1975

Published in: International Journal of Systems Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207727508941842

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05) Control/observation systems governed by functional relations other than differential equations (such as hybrid and switching systems) (93C30)

Related Items (1)

Optimal estimation in linear distributed systems with time delays An innovations approach

Cites Work

• An innovations approach to least-squares estimation--Part V: Innovations representations and recursive estimation in colored noise
• On the derivation of Kwakernaak's filtering equations via the innovations approach

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