A new prediction algorithm using covariance information in linear continuous systems
- 30 November 1991
- journal article
- research article
- Published by Elsevier in Automatica
- Vol. 27 (6), 1055-1058
- https://doi.org/10.1016/0005-1098(91)90143-p
Abstract
No abstract availableKeywords
This publication has 7 references indexed in Scilit:
- New design of linear least-squares fixed-point smoother using covariance information in continuous systemsInternational Journal of Systems Science, 1990
- New prediction algorithms by covariance information based on innovation theoryAutomatica, 1981
- A view of three decades of linear filtering theoryIEEE Transactions on Information Theory, 1974
- An innovations approach to least-squares estimation--Part V: Innovations representations and recursive estimation in colored noiseIEEE Transactions on Automatic Control, 1973
- An Initial-Value Theory for Fredholm Integral Equations With Semidegenerate KernelsJournal of the ACM, 1970
- An innovations approach to least-squares estimation--Part I: Linear filtering in additive white noiseIEEE Transactions on Automatic Control, 1968
- An Extension of Wiener's Theory of PredictionJournal of Applied Physics, 1950