Explicit construction of the minimum error variance estimator for stochastic LTI-ss systems

Deividas Eringis, John Leth, Zheng-Hua Tan, Rafal Wisniewski, Mihály Petreczky. Explicit construction of the minimum error variance estimator for stochastic LTI-ss systems. Automatica, 153:111018, 2023. [doi]

Abstract

Abstract is missing.