Efficient change of initial conditions, dual chandrasekhar equations, and some applications

DOI10.1109/TAC.1977.1101516zbMath0354.93066OpenAlexW1967645789MaRDI QIDQ4126185

Lennart Ljung, Thomas Kailath

Publication date: 1977

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tac.1977.1101516

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10)

Related Items (8)

Fast algorithm of Chandrasekhar type for ARMA model identification ⋮ Two-stage bias correction estimators based on generalized partitioning estimation method† ⋮ Optimal structurally partitioned filter for undisturbable stochastic systems Part I. Basic theory ⋮ A unified approach to smoothing formulas ⋮ Some alternatives in recursive estimation† ⋮ Optimal partitioned filter of stochastic distributed parameter dynamical systems with unknown initial state ⋮ A group-theoretical approach to optimal estimation and control ⋮ On the fixed-interval smoothing problem

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