Design of quadratic estimators using covariance information in linear discrete-time stochastic systems

  1. Nakamori, S.
  2. Hermoso-Carazo, A.
  3. Linares-Pérez, J.
Revue:
Journal of Time Series Analysis

ISSN: 0143-9782 1467-9892

Année de publication: 2008

Volumen: 29

Número: 3

Pages: 501-512

Type: Article

DOI: 10.1111/J.1467-9892.2007.00566.X GOOGLE SCHOLAR