Optimal conditional estimation: Average case setting

DOI10.1023/A:1017524023577zbMath0996.93022MaRDI QIDQ5945074

No author found.

Publication date: 31 October 2002

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

zbMATH Keywords

identificationoptimal approximationoptimal algorithmlinear discrete-time systemsaverage errorslocal average performanceoptimal informationreduced complexity methods

Mathematics Subject Classification ID

System identification (93B30) Discrete-time control/observation systems (93C55)

Cites Work

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