On the derivation of Kwakernaak's filtering equations via the innovations approach

DOI10.1109/TAC.1972.1100097zbMath0264.93025OpenAlexW2027266926MaRDI QIDQ5682205

S. R. Atre

Publication date: 1972

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

Full work available at URL: https://doi.org/10.1109/tac.1972.1100097

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10)

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