conference paper
Oblique state-space estimation algorithms
1995
Proceedings of the 1995 American Control Conference
We pose and solve oblique estimation problems with and without state-space structure. In particular, we derive an oblique Kalman filter and indicate connections with instrumental-variable (IV) methods and higher-order spectra (HOS) analysis.
Type
conference paper
Author(s)
Kailath, Thomas
Date Issued
1995
Published in
Proceedings of the 1995 American Control Conference
Volume
3
Start page
1969
End page
1973
Editorial or Peer reviewed
REVIEWED
Written at
OTHER
EPFL units
| Event name | Event place | Event date |
Seattle, WA, USA | June 21-23, 1995 | |
Available on Infoscience
December 19, 2017
Use this identifier to reference this record