• DocumentCode
    845315
  • Title

    A note on the complementary model of Weinert and Desai

  • Author

    Kailath, Thomas ; Wax, Mati

  • Author_Institution
    Stanford University, Stanford, CA, USA
  • Volume
    29
  • Issue
    6
  • fYear
    1984
  • fDate
    6/1/1984 12:00:00 AM
  • Firstpage
    551
  • Lastpage
    552
  • 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;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/TAC.1984.1103579
  • Filename
    1103579
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=845315