Title :
A note on linear minimum variance estimation problems
Author_Institution :
MBLE Research Laboratory, Brussels, Belgium
fDate :
2/1/1968 12:00:00 AM
Keywords :
Estimation; Covariance matrix; Filtering; Gaussian processes; Kalman filters; Noise measurement; Nonlinear equations; Nonlinear filters; Recursive estimation; Time varying systems; Vectors;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1968.1098806
