Optimal recursive filtering, prediction, and smoothing for singular stochastic discrete-time systems

IEEE Transactions on Automatic Control

Volumn 44, Issue 11, 1999, Pages 2154-2158

  Zhang, Huanshui ^a   Xie, Lihua ^a   Soh, Yeng Chai ^a  

^a NANYANG TECHNOLOGICAL UNIVERSITY   (Singapore)

Author keywords

[No Author keywords available]

Indexed keywords

CONTROL SYSTEM ANALYSIS; MATHEMATICAL MODELS; REGRESSION ANALYSIS; STATE ESTIMATION; STOCHASTIC CONTROL SYSTEMS; TIME DOMAIN ANALYSIS;

AUTOREGRESSIVE MOVING AVERAGE (ARMA) INNOVATION MODELS; OPTIMAL RECURSIVE FILTERING; TIME-DOMAIN INNOVATION ANALYSIS METHODS;

DISCRETE TIME CONTROL SYSTEMS;

EID: 0033356739     PISSN: 00189286     EISSN: None     Source Type: Journal    
DOI: 10.1109/9.802935     Document Type: Article

References (12)

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