Optimal Linear-Quadratic Systems for Detection and Estimation

IEEE Transactions on Information Theory

Volumn 34, Issue 2, 1988, Pages 304-311

  Duvaut, Patrick ^b  

^a UNIV PARIS SUD   (France)

^b UNIVERSITY OF RHODE ISLAND   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

PROBABILITY - RANDOM PROCESSES; SIGNAL DETECTION;

GAUSSIAN NOISE; LINEAR-QUADRATIC OPTIMAL DETECTION; OPTIMAL ESTIMATION; OPTIMAL LINEAR-QUADRATIC SYSTEMS;

SIGNAL FILTERING AND PREDICTION;

EID: 0023978010     PISSN: 00189448     EISSN: 15579654     Source Type: Journal    
DOI: 10.1109/18.2638     Document Type: Article

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