Optimal filtering and smoothing for discrete-time stochastic singular systems

DOI10.1016/J.SIGPRO.2006.05.007zbMath1186.94331OpenAlexW1994700156MaRDI QIDQ970645

Jing Ma, Shu-Li Sun

Publication date: 19 May 2010

Published in: Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.sigpro.2006.05.007

zbMATH Keywords

predictionsmoothingcorrelated noisefilteringprojection theoryfull-order estimatorsstochastic singular system

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

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