On state estimation for linear discrete-time systems with unknown noise covariances

DOI10.1109/TAC.1979.1101972zbMath0397.93031OpenAlexW2111197750MaRDI QIDQ4182638

Tugnait, Jitendra K., Abraham Haddad

Publication date: 1979

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

Full work available at URL: https://doi.org/10.1109/tac.1979.1101972

zbMATH Keywords

State EstimationLinear Discrete-Time SystemsUnknown Noise Covariances

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05)

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