Optimal estimation of linear discrete-time systems with stochastic parameters

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1 January 1984

journal article
research article
Published by Elsevier in Automatica

Vol. 20 (1), 113-115
https://doi.org/10.1016/0005-1098(84)90071-2

Abstract

No abstract available

Keywords

This publication has 5 references indexed in Scilit:

Infinite horizon optimal control of linear discrete time systems with stochastic parameters
Automatica, 1982
Stability of optimum linear estimators of stochastic signals in white multiplicative noise
IEEE Transactions on Automatic Control, 1981
Equivalent discrete optimal control problem for randomly sampled digital control systems
International Journal of Systems Science, 1980
Optimum Linear Estimation of Stochastic Signals in the Presence of Multiplicative Noise
IEEE Transactions on Aerospace and Electronic Systems, 1971
Optimal recursive estimation with uncertain observation
IEEE Transactions on Information Theory, 1969

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