Square-root algorithms for the continuous-time linear least-square estimation problem

DOI10.1109/TAC.1978.1101862zbMath0398.60047OpenAlexW2151201030MaRDI QIDQ4181729

Bernard C. Levy, Martin Morf, Thomas Kailath

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.1978.1101862

zbMATH Keywords

Riccati EquationOptimal Linear Least-Square Estimator

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35)

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