On the estimation of the covariance of the continuous multiplicative systems
type: Item
instance of: scholarly article
title: On the estimation of the covariance of the continuous multiplicative systems
zbMATH Open document ID: 1071.93049
author: Chien-Hua Lee
published in: Journal of the Franklin Institute
publication date: 2005-02-22T00:00:00Z
review text: This paper is devoted to the study of the estimation problem for state and error covariances of continuous multiplicative systems, both upper and lower matrix bounds being obtained. These bounds are shown to be more general than those obtained hitherto, and are also seen to be sharper in certain cases.
Mathematics Subject Classification ID: 93E10
zbMATH DE Number: 2136788
zbMATH Keywords: multiplicative systems
zbMATH Keywords: estimation
zbMATH Keywords: noise
zbMATH Keywords: error covariances
zbMATH Keywords: upper and lower matrix bounds
reviewed by: Andrew Dale
MaRDI profile type: Publication
full work available at URL: j.jfranklin.2004.08.009
OpenAlex ID: W2085092539
cites work: Q4404205
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DOI: 10.1016/J.JFRANKLIN.2004.08.009
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description: scientific article; zbMATH DE number 2136788