Optimal linear estimation with uncertain observations (Corresp.)

DOI10.1109/TIT.1976.1055540zbMath0336.93029OpenAlexW2134047236MaRDI QIDQ4103414

D. N. Prabhakar Murthy, R. N. Jackson

Publication date: 1976

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tit.1976.1055540

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Controllability (93B05) Estimation and detection in stochastic control theory (93E10)

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Linear and quadratic estimation using uncertain observations from multiple sensors with correlated uncertainty ⋮ New recursive estimators from correlated interrupted observations using covariance information

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