On a limiting procedure in linear recursive estimation theory
- 1 April 1969
- journal article
- Published by Elsevier in Journal of Mathematical Analysis and Applications
- Vol. 26 (1) , 1-8
- https://doi.org/10.1016/0022-247x(69)90171-1
Abstract
No abstract availableKeywords
This publication has 2 references indexed in Scilit:
- Optimal filtering for correlated noiseJournal of Mathematical Analysis and Applications, 1967
- Linear filtering for time-varying systems using measurements containing colored noiseIEEE Transactions on Automatic Control, 1965