DocumentCode
2997917
Title
A note on least-squares estimation by the innovations method
Author
Kailath, T.
Author_Institution
Stanford University, Stanford, California
fYear
1971
fDate
15-17 Dec. 1971
Firstpage
407
Lastpage
411
Abstract
A rigorous proof by the innovations method is given for certain results on linear least-squares estimation, especially of the Stratonovich-Kalman-Bucy formulas. Some discussion is also given of the nonlinear problem.
Keywords
Differential equations; Nonlinear equations; Random variables; State estimation; Stochastic processes; Technological innovation;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control, 1971 IEEE Conference on
Conference_Location
Miami Beach, FL, USA
Type
conf
DOI
10.1109/CDC.1971.271027
Filename
4044788
Link To Document