Extended Levinson and Chandrasekhar equations for general discrete-time linear estimation problems

DOI10.1109/TAC.1978.1101797zbMath0381.93044OpenAlexW2126832605MaRDI QIDQ4161188

Lennart Ljung, Benjamin Friedlander, Thomas Kailath, Martin Morf

Publication date: 1978

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

Full work available at URL: https://doi.org/10.1109/tac.1978.1101797

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05)

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