A modification of a lower-order estimate and some of its properties

zbMath0552.93054MaRDI QIDQ801867

V. V. Dombrovskii

Publication date: 1984

Published in: Automation and Remote Control (Search for Journal in Brave)

zbMATH Keywords

orthogonalityestimate errorlower-order filter

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05)

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