scientific article; zbMATH DE number 966827
zbMath0860.65031MaRDI QIDQ5690085
Publication date: 21 April 1997
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
recursive filteringstate estimationKalman filtergeneralized inversesrecursive algorithmscomplete observabilitybest linear unbiased estimatesprediction algorithmsfixed lag smoothingfixed point smoothingbest linear minimum bias estimatesdiscrete linear stochastic and deterministic systems
Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Numerical solutions to overdetermined systems, pseudoinverses (65F20) Numerical optimization and variational techniques (65K10) Estimation and detection in stochastic control theory (93E10) Observability (93B07) Probabilistic methods, stochastic differential equations (65C99)
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