scientific article; zbMATH DE number 600278
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Publication:4299598
zbMath0802.93058MaRDI QIDQ4299598
Publication date: 4 July 1994
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
signal processingCholesky decompositionWiener-Hopf equationsdiscrete-time filteringBurg methodKalman-Bucy methodsKolmogorov method
Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10) Research exposition (monographs, survey articles) pertaining to systems and control theory (93-02) Synthesis problems (93B50)
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