Identification of optimum filter steady-state gain for systems with unknown noise covariances

DOI10.1109/TAC.1973.1100420zbMath0273.93057OpenAlexW2065910253MaRDI QIDQ5181181

Burian Carew, Pierre R. Belanger

Publication date: 1973

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

Full work available at URL: https://doi.org/10.1109/tac.1973.1100420

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10)

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