Title :
A note on the complementary model of Weinert and Desai
Author :
Kailath, Thomas ; Wax, Mati
Author_Institution :
Stanford University, Stanford, CA, USA
fDate :
6/1/1984 12:00:00 AM
Abstract :
We use elementary concepts of linear least-squares estimation to obtain a direct derivation of the so-called complementary model of Weinert and Desai [1].
Keywords :
Hilbert spaces; Least-squares methods; Linear systems, stochastic; Smoothing methods; State estimation, linear systems; Stochastic systems, linear; Contracts; Equations; Hilbert space; Information systems; Observability; Random processes; Random variables;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1984.1103579
