The Kalman filter: A robust estimator for some classes of linear quadratic problems
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Publication:4103422
DOI10.1109/TIT.1976.1055611zbMath0336.93037OpenAlexW2164591192MaRDI QIDQ4103422
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.1976.1055611
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05) Signal detection and filtering (aspects of stochastic processes) (60G35)
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