Some reduced-order non-Riccati equations for linear least-squares estimation : the stationary, single-output case†
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Publication:4110896
DOI10.1080/00207177608932864zbMath0342.93054OpenAlexW2161759277MaRDI QIDQ4110896
Publication date: 1976
Published in: International Journal of Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207177608932864
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Estimation and detection in stochastic control theory (93E10) Signal detection and filtering (aspects of stochastic processes) (60G35)
Related Items (3)
On a Schur-algorithm based approach to spectral factorization: Connection with the Riccati equation ⋮ On the Phase Portrait of the Fast Filtering Algorithms ⋮ Some new non-Riccati algorithms for continuous-time Kalman-Bucy filtering
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