A tutorial introduction to estimation and filtering
- 1 December 1971
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Automatic Control
- Vol. 16 (6) , 688-706
- https://doi.org/10.1109/tac.1971.1099833
Abstract
No abstract availableThis publication has 14 references indexed in Scilit:
- Diffusion Processes and their Sample PathsPublished by Springer Nature ,1996
- An innovations approach to least-squares estimation--Part III: Nonlinear estimation in white Gaussian noiseIEEE Transactions on Automatic Control, 1971
- The innovations approach to detection and estimation theoryProceedings of the IEEE, 1970
- Spectral factorization of time-varying covariance functionsIEEE Transactions on Information Theory, 1969
- The optimum linear smoother as a combination of two optimum linear filtersIEEE Transactions on Automatic Control, 1969
- An innovations approach to least-squares estimation--Part II: Linear smoothing in additive white noiseIEEE Transactions on Automatic Control, 1968
- On the Separation Theorem of Stochastic ControlSIAM Journal on Control, 1968
- The matrix minimum principleInformation and Control, 1967
- New Results in Linear Filtering and Prediction TheoryJournal of Basic Engineering, 1961
- A New Approach to Linear Filtering and Prediction ProblemsJournal of Basic Engineering, 1960