INNOVATIONS APPROACH TO LEAST-SQUARES ESTIMATION .5. INNOVATIONS REPRESENTATIONS AND RECURSIVE ESTIMATION IN COLORED NOISE

被引：28

作者：

KAILATH, T

GEESEY, RA

机构：

[1] STANFORD UNIV,DEPT ELECT ENGN,STANFORD,CA 94305

[2] USAF,SAGR,WASHINGTON,DC 20330

来源：

关键词：

D O I：

10.1109/TAC.1973.1100366

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

引用

页码：435 / 453

页数：19

共 61 条

[41]

KAILATH T, 1968, IEEE T AUTOMAT CONTR, VAC13, P655

[42]

KRASNER N, TO BE PUBLISHED

[43]

KREINDLER E, 1972, IEEE T AUTOMATIC CON, VAC17, P349

[44]

LEVY P, 1964, BROWNIAN MOVEMENT ST

[45]

MASANI P, 1966, MULTIVARIATE ANALYSI

[46]

MEHRA RK, 1968, IEEE T AUT CONTROL, VAC13, P496

[47]

MOORE JB, 1968, EE6811 U NEWC AUSTR

[48]

MOORE JB, 1970, MATH SYST THEORY, V4, P10

[49]

PICKHOLTZ RL, 1968, IEEE T INFORM THEORY, VIT14, P445

[50] CONSTANT DIRECTIONS OF RICCATI EQUATION [J].

RAPPAPORT, D .