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scientific article; zbMATH DE number 480272 - MaRDI portal

scientific article; zbMATH DE number 480272

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zbMath0811.93056MaRDI QIDQ4274044

Richard B. Sowers, Armand M. Makowski

Publication date: 1 May 1995

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

state estimation discrete-time linear systems Kalman filtering Girsanov transformation non-Gaussian initial conditions correlated state and observation noises asymptotic analysis of the estimates

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10)

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