Covariance and correlation matrices of an optimal stochastic system
type: Item
instance of: scholarly article
title: Covariance and correlation matrices of an optimal stochastic system
zbMATH Open document ID: 0837.60040
author: N. A. Mikhalochkin
author: V. V. Geletukha
published in: Journal of Mathematical Sciences (New York)
publication date: 1996-03-18T00:00:00Z
Mathematics Subject Classification ID: 60G35
Mathematics Subject Classification ID: 93E11
zbMATH DE Number: 853970
zbMATH Keywords: stochastic dynamic system
zbMATH Keywords: orthogonal projection lemma
zbMATH Keywords: correlation and covariance matrices of filter estimators
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 853970